Dear Allin, thanks a lot! Best, Henrique
Enviado via iPhone Em 18/10/2010, às 15:29, Allin Cottrell <cottrell(a)wfu.edu> escreveu: > On Mon, 18 Oct 2010, Henrique Andrade wrote: > >> Let me see if I understood correctly: >> >> (1) With no flags Gretl gives me "static" forecasts inside the sample and >> dynamic ones outside the sample. >> fcast 1972:1 1991:4 >> >> (2) With the option "--dynamic" Gretl uses the *estimated* values to make >> the forecast of the period t+1. >> fcast 1972:1 1991:4 --dynamic >> >> (3) With the option "--static" Gretl uses the *observed* values to make >> forecast of the period t+1. >> fcast 1972:1 1991:1 --static >> >> (4) With the option "--out-of-sample" Gretl gives me dynamic forecasts (i.e. >> using estimated values) outside my sample. >> >> Is this the correct interpretation? > > Yes, that's right. > > Allin Cottrell > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users
