Hi Sven ,
Thanks a lot for your reply.
My question is if it possible to get the desired result by using the seasonal
differences before compacting the high-frequancy data. This method , that is
sdiff in the high frequency series, is compatible with the method of
constructing a Midas dataset ? Or I must use a "special" function as I did
when using first deifferences , that is the hfdiff function istead of diff
function?
cheers,
Denis
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