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by scoop
Wed Mar 21, 2018 4:50 pm
Forum: Bug Reports
Topic: MIDAS error extracting forecasts under step option
Replies: 3
Views: 1715

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: 1715

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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