extract.midas_r function

Extract coefficients and GOF measures from MIDAS regression object

extract.midas_r(
  model,
  include.rsquared = TRUE,
  include.nobs = TRUE,
  include.rmse = TRUE,
  ...
)

Arguments

• model: a MIDAS regression object
• include.rsquared,: If available: should R-squared be reported?
• include.nobs: If available: should the number of observations be reported?
• include.rmse: If available: should the root-mean-square error (= residual standard deviation) be reported?
• ...: additional parameters passed to summary

Returns

texreg object

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys