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midasr
lstr
lstr function
Compute LSTR term for high frequency variable
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midasr package
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Maintainer: Vaidotas Zemlys-Balevičius
License: GPL-2 | MIT + file LICENCE
Last published: 2021-02-23
Useful links
https://github.com/mpiktas/midasr/issues
http://mpiktas.github.io/midasr/