Try something simple like 1. Put x the variable to be forecast in the first column, xhat in the second and e the error term in the third
2. Your first xhat will be the 4th value. Enter zeros for the first three residuals. 3. You can now get a estimate for xhat(4). (I hope that you are using gretl to obtain the coefficients for that expression). You acn estimate the fourth residual as y(4) - yhat(4). You can now simply copy the formulas that you have entered in the fourth row to the remaining rows Best Regards John On 20/11/2007, Marcos Larios <sonnycrack(a)gmail.com> wrote: > Hi list, > Whenever I do a forecast I always let gretl to do it for me and don't worry > about anything else, the problem is that I need to send a spreadsheet to a > client, and he "NEEDS" the calculation to be in there (Don't ask me why, he > thinks that models are to photos not to math), anyway, I don't seem to find > any reference that tells me how to forecast in a spreadsheet, I have an > ARMA(2,3) model but I don't know how to make the MA forecast in a > spreadsheet, the AR part is simple but the MA part I can't get past it, if > someone has already done something similar please advice, I don't want an > add-in or add-on or macro, I need it to be in a simple formula no matter if > I need set the recursive formula option on, thanks in advance. > > -- > Marcos Larios Santa Rosa > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- John C Frain Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:frainj(a)tcd.ie mailto:frainj(a)gmail.com
