Comments (4)
Hi I am facing a similar issue - also I am trying to understand the mls(x,k,m) function that you defined here - shouldn't your m = 12 in case of monthly data?
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m is the frequency ratio, if y is yearly and x is monthly then it is 12, if y is quarterly and x is monthly then it is 3
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What if Y is monthly and X is weekly then it is 14/3 or NA?
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m can only be integer in mls. For aligning data which has non-integer frequency ratio, use function mlsd, which aligns based on date.
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