Create functions that compute MIDAS data lags based on times data inputs (times series + a vector of dates for that particular times series) Example: https://github.com/jstriaukas/midasml/blob/master/R/date.functions.R
Create functions that compute MIDAS data lags based on times data inputs (times series + a vector of dates for that particular times series)
Example:
https://github.com/jstriaukas/midasml/blob/master/R/date.functions.R