expand_amidas function

Create table of weights, lags and starting values for Ghysels weight schema

Create table of weights, lags and starting values for Ghysels weight schema, see amweights

expand_amidas(weight, type = c("A", "B", "C"), from = 0, to, m, start)

Arguments

• weight: the names of weight functions
• type: the type of Ghysels schema, "A", "B" or "C"
• from: the high frequency lags from which to start the fitting
• to: to a vector of length two, containing minimum and maximum lags, high frequency if m=1, low frequency otherwise.
• m: the frequency ratio
• start: the starting values for the weights of the one low frequency lag

Returns

a lws_table object, a list with elements weights, lags and starts

Details

Given weight function creates lags starting from kmin to kmax and replicates starting values for each low frequency lag.

Examples

expand_amidas("nealmon","A",0,c(1,2),12,c(0,0,0))

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys