R语言建立garch midas模型,ω1=1这个限制条件在哪里设置呢?fit_mfgarch中没看到有这个参数,输出结果中也是只有ω2[size=9.9626pt]
[size=9.9626pt]fit_mfgarch(data,
y,
x = NULL,
K = NULL,
low.freq = "date",
var.ratio.freq = NULL,
gamma = TRUE,
weighting = "beta.restricted",
x.two = NULL,
K.two = NULL,
low.freq.two = NULL,
weighting.two = NULL,
multi.start = FALSE,
control = list(par.start = NULL)
)