Re: [Gretl-devel] Bug (?) in hi-freq lag counting of midas
Am 12.09.2017 um 18:07 schrieb Sven Schreiber:
So I'm sorry to bother you further, but here's a bunch of
other minor
Midas issues:
# the following gives the error:
# "mds(): the first term must be a MIDAS list"
# although lagsm _is_ a Midas list (at least in a certain sense)
midasreg qgdp const ; mds(lagsm, 0, 5, 0)
OK, I take that back: according to gretl's Midas documentation
(excellent, as always!) 'lagsm' here would not constitute a Midas list.
But another Midas-related question: Why does the hflist() function
restrict the frequency-ratio parameter to be at least 3? Wouldn't
biannual series also be conceivable? Not that I have ever used them...
thanks,
sven