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Updates weights in a expression with MIDAS term
update_weights(expr, tb)
an expression with changed weights
expression with MIDAS term
a named list with redefined weights
Vaidotas Zemlys
For a MIDAS term fmls(x, 6, 1, nealmon) change weight nealmon to another weight.
fmls(x, 6, 1, nealmon)
nealmon
update_weights(y~trend+mls(x,0:7,4,nealmon)+mls(z,0:16,12,nealmon),list(x = "nbeta", z = ""))
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