Re: [Gretl-devel] Bug (?) in hi-freq lag counting of midas
Am 10.07.2017 um 23:57 schrieb Allin Cottrell:
On Mon, 10 Jul 2017, Sven Schreiber wrote:
That's now fixed in git and snapshots.
> b) When I right-click on a Midas group/list and click on "time series
> plot" I get one plot. It took me a while to realize that it's a
> hi-freq (monthly) plot. Perhaps the x-axis could be automatically
> labeled with "months" (=the hi-freq unit) or something like that.
That's now addressed in git and snapshots: see what you think of the
update.
Will test.
Thanks for both of these points (and also the one about lag selection
via the GUI). When I was implementing MIDAS support I concentrated on
scripting and (obviously) didn't test the GUI sufficiently. We're now
better off in the latter department.
Great!
One more thing, which clearly isn't a bug: Say we have x_m3 / x_m2 /
x_m1. I initially imitated your way of defining a Midas list like this:
list midasx = x_*
And it works nicely (provided the ordering of the variables is correct).
However, two practical things: First, the requirement to get the
ordering right "manually" strikes me as a little lame, if you excuse the
expression. Shouldn't it be easy for gretl to order (descending)
according to the trailing numbers?
Second, if I create lags (e.g. with hflags), then there will exist new
series like x_m3_1 or similar, automatically named by gretl. Then if I
were to rerun the script with the line from above, referencing x_*, I
would suddenly load many more variables into the redefined midasx list.
My suggestion is to introduce another wildcard character in addition to
'*', say '?', which would just mean a single character. Then I could
write "list midasx = x_m?" and it would never pick up x_m3_1 spuriously.
I am aware that '?' is already used in the ternary expression, but '*'
is also used as another operator, so apparently the parser is clever enough.
thanks,
sven