Re: [Gretl-devel] [Gretl-users] multivariate lrvar?
Am 16.04.2018 um 13:12 schrieb Riccardo (Jack) Lucchetti:
On Sun, 15 Apr 2018, Allin Cottrell wrote:
>> Another difference is that lrcovar(X) corresponds to
longrunvar(X,
>> 1), assuming demeaned data. The question is whether to make the user
>> responsible for demeaning or to offer it as an option.
>
> Easy enough to make it an option if that's desirable.
Both things now in git. Sven could you check if the following is the
behaviour you had in mind?
A = lrcovar(X)
B = lrcovar(X, 1)
You show that these two give the same result, thus 1 must be the default...
C = lrcovar(X, 0)
D = lrcovar(cdemean(X))
...and by that default, lrcovar(cdemean(X)) must be the same as
lrcovar(cdemean(X), 1). And since this gives the same result as
lrcovar(X, 0) I guess that "1" means: "don't touch it, it's already
demeaned", right?
So it seems you kept the semantics of the boolean switch, but you
changed the default from demeaned=0 to demeaned=1 I think. Is this
deliberate?
thanks,
sven