Re: [Gretl-devel] Bug (?) in hi-freq lag counting of midas
Am 10.07.2017 um 17:09 schrieb Allin Cottrell:
I now see what's happening here. We get the lag reporting right
in the
So we need a more robust heuristic. But in the Q/M case it's
kinda
strange to include less than 3 lags: that invites numerical problems
since the optimizer doesn't have enough lags to figure out the shape of
the decay function.
OK, granted. However I think there are special cases (of Almon?) where
you can reduce the whole thing to a single parameter? So it's not always
absurd to have only two or even one lag. And in any case I guess we
agree that a pre-emptive error message then would be preferable.
And since we're at the Midas stuff, two more remarks:
a) I have a quarterly workfile with some (monthly) Midas lists in there,
and in particular the following series (with ID numbers):
4 ld_orders_m3
5 ld_orders_m2
6 ld_orders_m1
7 BIPnom
When I click on one of 4/5/6, everything 4-7 gets selected, where I
expect only 4-6. I am, however, able to click on ID7 and get only ID7
selected. (With 4-7 selected I can also ctrl-click on ID7 to unselect that.)
b) When I right-click on a Midas group/list and click on "time series
plot" I get one plot. It took me a while to realize that it's a hi-freq
(monthly) plot. Perhaps the x-axis could be automatically labeled with
"months" (=the hi-freq unit) or something like that.
thanks,
sven