Closed boujniba closed 2 years ago
Hello, I am trying to replicate the Ghysels, Santa, and Valkanov (2005) results using your midasr package and I am wondering if you could give me some suggestion or advice.
I want to calculate the contribution of each variable for each point:
_E_Q <- midas_r(month ~ mls(daily, 0:21, 22, nealmon), start = list(day= c(1,-0.006, -0.0002)))__
Thank you so much for your time!
Hello, I am trying to replicate the Ghysels, Santa, and Valkanov (2005) results using your midasr package and I am wondering if you could give me some suggestion or advice.
I want to calculate the contribution of each variable for each point:
_E_Q <- midas_r(month ~ mls(daily, 0:21, 22, nealmon), start = list(day= c(1,-0.006, -0.0002)))__
Thank you so much for your time!