Re: [Gretl-devel] Bug (?) in hi-freq lag counting of midas
On Mon, 10 Jul 2017, Sven Schreiber wrote:
Am 10.07.2017 um 01:27 schrieb Allin Cottrell:
> On Sun, 9 Jul 2017, Sven Schreiber wrote:
>> So this looks like a off-by-one bug to me. (Latest snapshot BTW.)
>
> Thanks for beating on midasreg. This is a bug, for sure (though, as you
> say, just a bug in the printout). But unfortunately it's not just a simple
> off-by-one:
Too bad. Anyway, here's another thing: In the GUI for a Midas
regression, if I click on the Lags... button, I'm presented with
"const" instead of the dependent variable. I guess the dep var is
already treated with the extra "AR order" setting in the window.
(There are no other low-freq regressors yet.)
Hmm, I wonder why the lags button is showing as active. It's supposed
to be active only if there's at least one "plain" regressor besides
the constant.
Experiment: open the supplied gdp_midas.gdt, go to /Model/Time
series/MIDAS, select ld_qgdp as dependent, select ld_payems as
independent. The "lags..." button is greyed out. Can you tell me what
you're doing (or seeing) differently?
(Also: what's the build date of the gretl version?)
Allin