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bug with fracdiff
Posted: Sat May 11, 2013 2:58 am
by ecofin
hi, when I use fracdiff for example:
degree of defferencing= 0 and degree of seasonal=12
but when i use genr dclose=d(close,0,12) is not the same result
this is the out put of image.
Re: bug with fracdiff
Posted: Sat May 11, 2013 3:09 am
by ecofin
hi, when I use fracdiff for example:
degree of defferencing= 0 and degree of seasonal=12
but when i use genr dclose=d(close,0,12) is not the same result

this is the out put of image.
Re: bug with fracdiff
Posted: Sat May 11, 2013 3:26 pm
by trubador
The corrected version will probably be posted in a few days, but you can also get rid of the bug if it's urgent. Just change the Line 76 of the original code:
Code: Select all
series {%name+%outname} = d({%name},0,!s)
with the following:
Code: Select all
%newname=%name+%outname
series {%newname} = d({%name},0,!s)
Re: bug with fracdiff
Posted: Sun May 12, 2013 12:26 am
by ecofin
thank you very much :D
Re: bug with fracdiff
Posted: Sun May 12, 2013 4:20 am
by ecofin
hello, I have change the Line 76 but it's not the same resolt.
Re: bug with fracdiff
Posted: Sun May 12, 2013 12:58 pm
by trubador
Is it because you have changed the name of the original program file instead of overwriting it?
Re: bug with fracdiff
Posted: Mon May 13, 2013 12:39 am
by ecofin
it is the same result, ok I will wait for the corrected version
thank you very much.
Re: bug with fracdiff
Posted: Mon May 13, 2013 3:55 am
by trubador
In the meantime, just leave the "Degree of differencing" box empty instead of assigning zero.
Re: bug with fracdiff
Posted: Tue May 14, 2013 3:49 am
by ecofin
ok! Now it is the same result, thank you very much.
Re: bug with fracdiff
Posted: Tue May 14, 2013 5:03 am
by trubador
The new version is uploaded, by the way...
Re: bug with fracdiff
Posted: Wed May 15, 2013 2:27 am
by ecofin
fracdiff works very well now. thanks! :D