fmls {midasr} | R Documentation |
Create a matrix of MIDAS lags, including contemporaneous lag up to selected order.
fmls(x, k, m, ...)
x |
a vector |
k |
maximum lag order |
m |
frequency ratio |
... |
further arguments |
This is a convenience function, it calls link{msl}
to perform actual calculations.
a matrix containing the lags
Virmantas Kvedaras, Vaidotas Zemlys
mls