Make intelligent selection of default kmin

mpiktas / midasr

R package for mixed frequency time series data analysis.

http://mpiktas.github.io/midasr/

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Closed vzemlys closed 11 years ago

vzemlys commented 11 years ago

Now kmin is taken to be zero, or the minimum lag supplied by mls. Increase that minimum to the number of parameters of weight function plus one.