Hi Allin and everybody who's interested,
here are some first comments about the new tdisagg function, as
described in chapter 9 of the current version (in git) of the gretl user
- mention Di Fonzo's affiliation
- I don't find the money stock argument entirely convincing: One may
well want to take the average stocks in a quarter instead of only the
- In 9.2 from a gretl object point of view I find it confusing to talk
about a matrix holding a series. Maybe it would be good already at that
point to clarify that the tdisagg function accepts both series or matrix
arguments. Similarly in section 9.8 it says Y can be a list of g series,
but the function ref says for Y only "series or matrix" (and not list).
(Also at the top of 9.3, but then otherwise further down.)
- Section 9.9 / Examples: Not clear to me why examples are online
(only). Isn't the standard way in gretl to ship the example scripts?
- _() is used but is still not documented (I think)
- I think it would make sense to have defaults for s. For example, if we
are in the context of a quarterly dataset, I think it's natural to have
s=3. And so on, so a $pd-dependent default. (Obviously, this won't be
workable in all cases, but in some.)
- It should be mentioned that chowlin existed before and is now superseded.
- I like the explanation how to assign to a series!
- Why is in 9.4 Y now called Y0, while X is still X?
- In 9.4 I'd suggest to give the string options in double quotes, since
that's how they must appear in the bundle definition.
- Doesn't the result bundle have to be passed in pointer form? Otherwise
I don't see how it can be altered in hansl. Well I see that it actually
works (only) in non-pointer form, but I'm puzzled -- isn't this against
the hansl syntax spec??