sum_X_f {rumidas} | R Documentation |
For details, see Eq. (20) of Amendola et al. (2021).
sum_X_f(COEF, DELTA, H)
COEF |
The sum of the parameters |
DELTA |
The AR coefficient. |
H |
The length of the multi-step-ahead predictions. |
The vector of the summation for each H.
Amendola A, Candila V, Gallo GM (2021). “Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model.” Economic and Statistics. doi:10.1016/j.ecosta.2020.11.001.