On Sun, 17 Sep 2017, Sven Schreiber wrote:
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.)
Glad you spotted that. There was a problem with the packaging
mechanism (now fixed).
Two or three questions remain about it, using the following example.
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
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
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?
The latter. If the parameterization is such as to require an
"HF_slope" term, that's taken for granted. (But this information was
really intended for internal use, where we know what's being
Second, the 'mname' member contains something unusable
as seen by the typeof() output, is this intended to be there?
"mname" may record the name of a matrix that was passed in by the
user, or it may refer to an internally constructed temporary matrix
that (as in this case) has passed out of existence by the time the
bundle is evaluated. I guess recording mname in the second case may
Third, there is a 'prelag' bundle member -- do I guess
that prelag==0 refers to a mds()-style specification and prelag==1
is for a mdsl() thing?
You do guess correctly.
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.
Yes, we could do that, if this sort of information is going to be
useful to script writers.