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sglfit standardize issue #12

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jstriaukas opened this issue Mar 21, 2023 · 1 comment

Owner

jstriaukas commented Mar 21, 2023

standardize = TRUE in sglfit leads to unexpected output.

Thanks to Marie Ternes for spotting this.

NOTE: using sg-MIDAS-LASSO model, covariates should be standardized at the original frequency leading to standardize = FALSE.

Owner Author

jstriaukas commented Apr 11, 2023

After thoroughly checking the code, there has been an issue with the example code that generated unexpected output.

jstriaukas closed this as completed

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