Re: [Gretl-devel] crash when trying Midas forecasting (was: -compacting)
On Fri, Oct 6, 2017 at 1:50 PM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
> [I]n 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?
Never mind sending the data, I can reproduce a crash with an example
of my own. It's specific to combining an mds() "umidas" term with other
midas terms (mdsl() "umidas" terms can be combined OK). I can see
what's going wrong, and will fix it once I've sent out the homework
exercise that I promised my macroeconomics class!
Allin