Re: [Gretl-devel] Midas syntax, small issue
Am 14.09.2017 um 19:55 schrieb Allin Cottrell:
On Thu, 14 Sep 2017, Sven Schreiber wrote:
The information on the hi-freq terms is stored on the model struct in
the form of an array of bundles. This array wasn't getting saved into
the $model bundle but that's now corrected in git.
I've just checked with the snapshot from Sep-15. (BTW, I had to use the
32bit version, because the latest 64bit snapshot was still from Sep-13.)
Two or three questions remain about it, using the following example.
<hansl>
open gdp_midas
list mi = ld_indpro_m?
list mp = ld_payems_m?
midasreg ld_qgdp const ld_qgdp(-1) ; \
mds(mi, 0,2, 2, null) mds(mp, 1,5, 2, null)
bundles B = $model.midas_info
bundle b = B[1]
print b # gives 'nparm = 2', 'mname = theta___1' etc.
eval typestr(typeof(b.lname)) # gives 'list'
eval typestr(typeof(b.mname)) # gives 'null'
bundle bb = B[2]
print bb
</hansl>
First, what about the 'nparm' bundle element? Here it says 2, but there
are actually three parameters in each of these midas groups: HF_slope1,
Beta1, Beta2. Is this a bug or am I supposed to infer the number of
parameters also from the 'type' information?
Second, the 'mname' member contains something unusable apparently as
seen by the typeof() output, is this intended to be there?
Third, there is a 'prelag' bundle member -- do I guess correctly that
prelag==0 refers to a mds()-style specification and prelag==1 is for a
mdsl() thing?
Fourth, a comment/request rather than a question: Would it be possible
to save in each bundle in $model.midas_info directly the start/end
indices of the associated coefficients in the $coeff vector? I know I
can do the accounting myself, but that requires an extra loop AFAICS.
Thanks,
sven