MIDASVAR.midas_lags

property MIDASVAR.midas_lags: int

Sub-periods each weight curve spans.

Example

>>> import numpy as np
>>> rng = np.random.default_rng(0)
>>> x, y = rng.standard_normal((60, 1)), rng.standard_normal((20, 2))
>>> MIDASVAR(y, x, order=1, period=3).midas_lags
3
>>> MIDASVAR(y, x, order=1, period=3, midas_lags=5).midas_lags
5