/usr/include/gretl/gretl_midas.h is in libgretl1-dev 2017d-3build1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 | /*
* gretl -- Gnu Regression, Econometrics and Time-series Library
* Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef GRETL_MIDAS_H
#define GRETL_MIDAS_H
typedef enum {
MIDAS_U, /* "unrestricted MIDAS" */
MIDAS_NEALMON, /* normalized exponential Almon */
MIDAS_BETA0, /* normalized beta, last lag 0 */
MIDAS_BETAN, /* normalized beta, non-zero last lag */
MIDAS_ALMONP, /* plain Almon polynomial */
MIDAS_BETA1, /* as MIDAS_BETA0, but 1st coeff clamped */
MIDAS_MAX /* sentinel */
} MidasType;
int midas_days_per_period (int days_per_week, int pd);
int is_valid_midas_frequency_ratio (const DATASET *dset, int m);
int get_midas_frequency (const DATASET *dset, int m);
const char *midas_pdstr (const DATASET *dset, int cfac);
DATASET *midas_aux_dataset (const int *list,
const DATASET *dset,
int *err);
int midas_forecast_setup (const MODEL *pmod,
DATASET *dset,
ForecastMethod method,
char **pformula);
MODEL midas_model (const int *list, const char *param,
DATASET *dset, gretlopt opt,
PRN *prn);
const char *get_midas_term_line (const MODEL *pmod, int i);
#endif /* GRETL_MIDAS_H */
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