Adding mixed frequency.

Author: SebKrantz

R/DFM.R

@@ -147,7 +147,8 @@
 #' VARselect(IC_small$F_pca[, 1:2])
 #'
 #' # Estimating the model with 2 factors and 3 lags
-#' dfm_small = DFM(BM14[, BM14_Models$small], 2, 3)
+#' dfm_small = DFM(BM14[, BM14_Models$small], r = 2, p = 3,
+#'     quarterly.vars = BM14_Models %$% series[freq == "Q" & small])
 #'
 #' # Inspecting the model
 #' summary(dfm_small)
@@ -170,7 +171,8 @@
 #' VARselect(IC_medium$F_pca[, 1:3])
 #'
 #' # Estimating the model with 3 factors and 3 lags
-#' dfm_medium = DFM(BM14[, BM14_Models$medium], 3, 3)
+#' dfm_medium = DFM(BM14[, BM14_Models$medium], r = 3, p = 3,
+#'     quarterly.vars = BM14_Models %$% series[freq == "Q" & medium])
 #'
 #' # Inspecting the model
 #' summary(dfm_medium)
@@ -193,7 +195,8 @@
 #' VARselect(IC_large$F_pca[, 1:6])
 #'
 #' # Estimating the model with 6 factors and 3 lags
-#' dfm_large = DFM(BM14, 6, 3)
+#' dfm_large = DFM(BM14, r = 6, p = 3,
+#'     quarterly.vars = BM14_Models %$% series[freq == "Q"])
 #'
 #' # Inspecting the model
 #' summary(dfm_large)