check_mixfreq function

Check data for MIDAS regression

Given mixed frequency data check whether higher frequency data can be converted to the lowest frequency.

check_mixfreq(data)

Arguments

• data: a list containing mixed frequency data

Returns

a boolean TRUE, if mixed frequency data is conformable, FALSE if it is not.

Details

The number of observations in higher frequency data elements should have a common divisor with the number of observations in response variable. It is always assumed that the response variable is of the lowest frequency.

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys