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
MIDAS error extracting forecasts under step option
Moderators: EViews Gareth, EViews Moderator
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: MIDAS error extracting forecasts under step option
Thanks, we'll fix.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: MIDAS error extracting forecasts under step option
A fix will be available in the next patch.
Follow us on Twitter @IHSEViews
Re: MIDAS error extracting forecasts under step option
Many thanks Gareth.
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