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mpiktas / midasr

R package for mixed frequency time series data analysis.
http://mpiktas.github.io/midasr/
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Improved checkARstar #13

Closed Julius-V closed 11 years ago

Julius-V commented 11 years ago

More flexible: multiple high frequencies allowed. More concise: isARstar is not returned anymore, shortSeq is shorten. Slightly faster: sweep in all_coef replaced with mat %*% diag(vec).