Search found 4 matches

by scoop
Thu Apr 30, 2020 9:31 pm
Forum: Programming
Topic: makeregs in midas
Replies: 2
Views: 414

Re: makeregs in midas

Great. I think I can then use @wkeep, @wcount and @word to get me to where I need to be. Many thanks Gareth. Cheers.
by scoop
Wed Apr 29, 2020 11:16 pm
Forum: Programming
Topic: makeregs in midas
Replies: 2
Views: 414

makeregs in midas

Using version 10. In a MIDAS equation with a quarterly dependent variable, and some quarterly and monthly exogenous variables, makeregs creates a group that only includes the quarterly variables. Reason for question is desire to loop through the group to extract string variables containing names of ...
by scoop
Wed Mar 21, 2018 4:50 pm
Forum: Bug Reports
Topic: MIDAS error extracting forecasts under step option
Replies: 3
Views: 2156

Re: MIDAS error extracting forecasts under step option

Many thanks Gareth.
by scoop
Sat Mar 03, 2018 1:53 am
Forum: Bug Reports
Topic: MIDAS error extracting forecasts under step option
Replies: 3
Views: 2156

MIDAS error extracting forecasts under step option

Using v.9.5, y is on quarterly page: equation zeq.midas(midwgt=step,fixedlag=3) y c @ Monthly\x1 Monthly\x2 zeq.forecast yf This should mean yf=fitted in this case because static equation, but yf is incorrect when compared with table of residuals & fitted in zeq object. But works perfectly ok un...

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