Re: [Gretl-devel] args in lags() vs. mlag()
On Tue, 14 Mar 2017, Allin Cottrell wrote:
On Tue, 14 Mar 2017, Riccardo (Jack) Lucchetti wrote:
> On Tue, 14 Mar 2017, Sven Schreiber wrote:
>
>> Couldn't lags() just be overloaded, such that for a matrix argument M:
>> lags(p, M) equivalent to mlag(M, seq(1,p))
>
> Now, THIS I like!
There's now a "mock-up" of this in git.
A question remains: what becomes of the optional third argument to lags()? In
the series (or list) version, that option lets you arrange the output "by
lag" rather than "by variable", while in mlag() the extra argument lets
you
specify a value other than zero for the missing elements. What should it do
in the matrix-arg variant of lags?
I think we should go for the former option. Not only it's more useful IMO,
iot also provides consistencly across the possible uses of the lags()
function. In practice, we'd be merely extending the function by allowing
for a matrix argument.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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