Re: [Gretl-devel] Midas syntax, small issue
On Sun, 17 Sep 2017, Allin Cottrell wrote:
On Sun, 17 Sep 2017, Sven Schreiber wrote:
> Am 13.09.2017 um 21:44 schrieb Sven Schreiber:
>> I don't want to open too many Midas threads, so I'm kind of hijacking my
>> own: Here's another issue, but this time it looks like a bug to me.
>
> And yet another Midas thing, is it intended that the lag numbers in the
> mds() terms cannot be given as integer variables? See this example:
>
> <hansl>
> open gdp_midas
> list mi = ld_indpro_m?
>
> midasreg ld_qgdp const ld_qgdp(-1) ; mds(mi, 0,2, 0) # works
>
> # The same with variables
> start = 0
> stop = 2
> midasreg ld_qgdp const ld_qgdp(-1) ; mds(mi, start,stop, 0) # fails
> </hansl>
Intended? Well, it's just not implemented (yet).
It's implemented now, in git. The min and max lags for a high
frequency series in the context of a mds() term under "midasreg" may
be given as either integers in numerical form or the names of scalar
variables with integer values (though not as arbitrary expressions
that would evaluate to integers).
Allin