Re: [Gretl-devel] Bug (?) in hi-freq lag counting of midas

I think a midasreg with a 'mdsl' term may get the included lags wrong in the information that is printed in the output. For example, as a benchmark I have the following (shortened) line: midasreg dep ... ; ... mds(dO, 2,3 , 2, theta) So my high-frequency lags of dO go from 2 to 3, and indeed gretl tells me just that in the output: MIDAS list dO, high-frequency lags 2 to 3 HF_slope2 −1.78684e-05 1.97184e+010 0.0000 1.0000 Beta1 1.00000 1.22905e+030 0.0000 1.0000 Beta2 2.00000 1.22905e+030 0.0000 1.0000 Fine -- I know there are numerical problems here but that's not the issue right now. I can get the same result by defining a lag list dOL with hi-freq lags 2 to 3, and then using mdsl: midasreg dep...; ... mdsl(dOL, 2, theta) This produces the same result numerically which makes me confident that I defined the dOL list correctly; however, gretl no tells me the lags would be from 1 to 2 instead: MIDAS list dOL, high-frequency lags 1 to 2 HF_slope2 −1.78684e-05 1.97184e+010 0.0000 1.0000 Beta1 1.00000 1.22905e+030 0.0000 1.0000 Beta2 2.00000 1.22905e+030 0.0000 1.0000 So this looks like a off-by-one bug to me. (Latest snapshot BTW.)