[Gretl-users] Re: possible bug when running midasreg command
On Tue, Nov 29, 2022 at 4:25 PM Cottrell, Allin <cottrell(a)wfu.edu>
forwarded the following:
HI all,
I run the midasreg command . It appears that in some cases does not work at all.
Precisely,after merging the two datasets ( quarterly and monthly data
named consumption_indicator_m.gdt and con_final_q.gdt respectively ,
I create midas lists whose names are
INDICATOR1, INDICATOR2,.... up to INDICATOR12.
It appears that the midasreg command does not work for cases
INDICATOR4, INDICATOR5 and INDICATOR8.
I enclose the two previously mentioned datasets as well as the script
named consumption_midas.inp .
Thanks in advance for your reply,
Dionysio Lalountas
Thanks to Dionysio for spotting a bug. Actually this bug was not
specific to midasreg; it was a hangover -- to do with constructing
names of transformed series -- from a time long ago when gretl didn't
accept series identifiers longer than 16 characters. (Dionysio's
dataset contained some series with considerably longer names.) Anyway,
I'm glad to say it's now fixed, in git and in the snapshots for
Windows and macOS.
Allin