## S3 method for class 'midas_r'
coef(object, midas = FALSE, term_names = NULL, ...)
Arguments
object
midas_r object
midas
logical, if TRUE, MIDAS coefficients are returned, if FALSE (default), coefficients of NLS problem are returned
term_names
a character vector with term names. Default is NULL, which means that coefficients of all the terms are returned
...
not used currently
Details
MIDAS regression has two sets of cofficients. The first set is the coefficients associated with the parameters
of weight functions associated with MIDAS regression terms. These are the coefficients of the NLS problem associated with MIDAS regression.
The second is the coefficients of the linear model, i.e the values of weight
functions of terms, or so called MIDAS coefficients. By default the function returns the first set of the coefficients.