###
### Example 8: use of tdisagg with MIDAS data and the Fernández
### (unit-root) method
###

clear
set verbose off

open gdp_midas.gdt

scalar s = 3
list X = indpro_*
bundle OPTS = _(method="fernandez", aggtype="sum", verbose=1)
x = tdisagg(qgdp, X, s, OPTS)

# turn x into a MIDAS list

list Y = null
x = mshape(x, 3, $nobs)'
loop for (i=3; i>0; i--)
    series gdp_m$i = x[,i]
    list Y += gdp_m$i
endloop

setinfo Y --midas
hfplot Y --with-lines --output=display