Dear gretl users, I have an example for a little dynamic model like : y(t) =a0+a1*y(t-1)+a2*x(t) When I use, via the scroll menu, "prévisions" I have the choice beetween static oy dynamic forecats. When I use "dyn", the forecast for T+1 is not equal to the forecats(static) for T+1. Why ? And I like to know which formulas used for the standards error? I have use with (R) program the formulas given by Pagan Nicholls (1984). Like microfit5
Sincerely and thanks michel Pouchain
