Search found 4 matches
- Thu Apr 30, 2020 9:31 pm
- Forum: Programming
- Topic: makeregs in midas
- Replies: 2
- Views: 2675
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.
- Wed Apr 29, 2020 11:16 pm
- Forum: Programming
- Topic: makeregs in midas
- Replies: 2
- Views: 2675
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 ...
- Wed Mar 21, 2018 4:50 pm
- Forum: Bug Reports
- Topic: MIDAS error extracting forecasts under step option
- Replies: 3
- Views: 4713
Re: MIDAS error extracting forecasts under step option
Many thanks Gareth.
- Sat Mar 03, 2018 1:53 am
- Forum: Bug Reports
- Topic: MIDAS error extracting forecasts under step option
- Replies: 3
- Views: 4713
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...