lag_num {midasml} | R Documentation |
Compute the number of lags
Description
Compute the number of lags
Usage
lag_num(x.lag, period, unit)
Arguments
x.lag |
number of high-frequency lags to construct in high-frequency time units. |
period |
high-frequency data period. |
unit |
units. |
Value
numeric value of the number of lags.
[Package midasml version 0.1.10 Index]