MIDAS error extracting forecasts under step option

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

scoop
Posts: 4
Joined: Thu Dec 14, 2017 1:47 am

MIDAS error extracting forecasts under step option

Postby scoop » Sat Mar 03, 2018 1:53 am

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 under Almon option:

equation zeq.midas(midwgt=almon,polynomial=3,fixedlag=3) y c @ Monthly\x1 Monthly\x2
zeq.forecast yf

Also makeresids works ok for both. Haven't tried other MIDAS estimation options for midwgt, etc. Is it a bug or is it me? Thanks in advance for any advice.

Kind regards

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: MIDAS error extracting forecasts under step option

Postby EViews Gareth » Sat Mar 03, 2018 10:13 am

Thanks, we'll fix.
Follow us on Twitter @IHSEViews

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13306
Joined: Tue Sep 16, 2008 5:38 pm

Re: MIDAS error extracting forecasts under step option

Postby EViews Gareth » Mon Mar 19, 2018 2:21 pm

A fix will be available in the next patch.
Follow us on Twitter @IHSEViews

scoop
Posts: 4
Joined: Thu Dec 14, 2017 1:47 am

Re: MIDAS error extracting forecasts under step option

Postby scoop » Wed Mar 21, 2018 4:50 pm

Many thanks Gareth.


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 12 guests