Re: [Gretl-devel] crash when trying Midas forecasting
Am 06.10.2017 um 19:50 schrieb Allin Cottrell:
On Fri, 6 Oct 2017, Sven Schreiber wrote:
> snapshot. I suspect it has to do with using several Midas terms
for
> forecasting -- I vaguely seem to remember now that it isn't supported
> yet, and sometimes I just get an error message. (Although the message
> "missing values encountered" seems misleading.)
It's supposed to be supported, though it hasn't been tested much and I
wouldn't really expect it to work well (excessive collinearity?).
Well the pure UMidas variant works, so I don't see why the problem
should be so severe as to result in failure with the Almon spec.
Actually here's a reproducible example for the other error I'm getting
("found missing values"):
<hansl>
open gdp_midas.gdt
list H1 = ld_payems_m?
list H2 = ld_indpro_m?
list L1 = hflags(1, 5, H1)
list L2 = hflags(1, 5, H2)
smpl +0 -3
midasreg ld_qgdp const ld_qgdp(-1) ; \
mdsl(L1, "nealmon") mdsl(L2, "nealmon")
fcast ($t2+1) ($t2+2) --static
</hansl>
BTW, when I write "fcast ($t2 + 1) ($t2 + 2)" with some blanks instead,
I get a different (unrelated, I think) error.
thanks,
sven