Re: [Gretl-devel] [Gretl-users] multivariate lrvar?

On Mon, 16 Apr 2018, Sven Schreiber wrote: > Am 16.04.2018 um 13:12 schrieb Riccardo (Jack) Lucchetti: >> On Sun, 15 Apr 2018, Allin Cottrell wrote: > >>>> Another difference is that lrcovar(X) corresponds to longrunvar(X, 1), >>>> assuming demeaned data. The question is whether to make the user >>>> responsible for demeaning or to offer it as an option. >>> >>> Easy enough to make it an option if that's desirable. >> >> Both things now in git. Sven could you check if the following is the >> behaviour you had in mind? > >> A = lrcovar(X) >> B = lrcovar(X, 1) > > You show that these two give the same result, thus 1 must be the default... > >> C = lrcovar(X, 0) >> D = lrcovar(cdemean(X)) > > ...and by that default, lrcovar(cdemean(X)) must be the same as > lrcovar(cdemean(X), 1). And since this gives the same result as lrcovar(X, > 0) I guess that "1" means: "don't touch it, it's already demeaned", right? > > So it seems you kept the semantics of the boolean switch, but you changed > the default from demeaned=0 to demeaned=1 I think. Is this deliberate? Uh, sorry, I though I remembered that I had kept the semantics as the one in the function you had posted originally, but maybe I got confused. I don't know what the most intuitive syntax would be.