Re: [Gretl-devel] crash when trying Midas forecasting (was: -compacting)
On Fri, 6 Oct 2017, Sven Schreiber wrote:
Am 05.10.2017 um 20:11 schrieb Sven Schreiber:
> Am 05.10.2017 um 17:22 schrieb Allin Cottrell:
>
>> OK, I see what's wrong (not to do with missing values, to do with the fact
>> that the monthly dataset started at an offset into the first usable
>> quarter). That's now fixed in git and snapshots.
>
> Great, I can confirm it works now.
Hi, I've encountered another crash with the latest (yesterday's) 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?).
But in the following case there's a hard crash, apparently
triggered
by using different types of specifications (nealmon/umidas) in one
equation:
# debug: for direct comparison
midasreg dep const ownlag otherQfreq; \
mds(dIP, start, hilagU, "nealmon") \
mds(dO, start, hilagU, "umidas") \
mds(Spr, startSpr, stopSpr, "umidas")
fcast ($t2+1) endFC
# end debug
Mixing specifications, again, ought to work in principle. And of
course a crash is always a bug.
Could you maybe send me your data offlist?
Allin