expand_weights_lags function

Create table of weights, lags and starting values

Creates table of weights, lags and starting values

expand_weights_lags(weights, from = 0, to, m = 1, start)

Arguments

• weights: either a vector with names of the weight functions or a named list of weight functions
• from: the high frequency lags from which to start the fitting
• to: a vector of length two, containing minimum and maximum lags, high frequency if m=1, low frequency otherwise.
• m: the frequency ratio
• start: a named list with the starting values for weight functions

Returns

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

Details

For each weight function creates lags starting from kmin to kmax. This is a convenience function for easier work with the function midas_r_ic_table .

Examples

expand_weights_lags(c("nealmon","nbeta"),0,c(4,8),1,start=list(nealmon=rep(0,3),nbeta=rep(0,4)))
nlmn <- expand_weights_lags("nealmon",0,c(4,8),1,start=list(nealmon=rep(0,3)))
nbt <- expand_weights_lags("nbeta",0,c(4,8),1,start=list(nbeta=rep(0,4)))

nlmn+nbt

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys