fmls function

Full MIDAS lag structure

Create a matrix of MIDAS lags, including contemporaneous lag up to selected order.

fmls(x, k, m, ...)

Arguments

• x: a vector
• k: maximum lag order
• m: frequency ratio
• ...: further arguments

Returns

a matrix containing the lags

Details

This is a convenience function, it calls link{msl} to perform actual calculations.

See Also

mls

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys