update_weights function

Updates weights in MIDAS regression formula

Updates weights in a expression with MIDAS term

update_weights(expr, tb)

Arguments

• expr: expression with MIDAS term
• tb: a named list with redefined weights

Returns

an expression with changed weights

Details

For a MIDAS term fmls(x, 6, 1, nealmon) change weight nealmon to another weight.

Examples

update_weights(y~trend+mls(x,0:7,4,nealmon)+mls(z,0:16,12,nealmon),list(x = "nbeta", z = ""))

Author(s)

Vaidotas Zemlys