Re: [Gretl-devel] Bug (?) in hi-freq lag counting of midas
Am 10.07.2017 um 01:27 schrieb Allin Cottrell:
On Sun, 9 Jul 2017, Sven Schreiber wrote:
> So this looks like a off-by-one bug to me. (Latest snapshot
BTW.)
Thanks for beating on midasreg. This is a bug, for sure (though, as you
say, just a bug in the printout). But unfortunately it's not just a
simple off-by-one:
Too bad. Anyway, here's another thing: In the GUI for a Midas
regression, if I click on the Lags... button, I'm presented with "const"
instead of the dependent variable. I guess the dep var is already
treated with the extra "AR order" setting in the window. (There are no
other low-freq regressors yet.)
thanks,
sven