Many thanks Artur,However, I was puzzled mostly by the different behavior of different versions, in a case that seems to me they should behave in the same manner. In any case, I have another question: if one modifies the model so that there is no dynamic behavior, the --static option still gives one period forecast, though it is not strictly necessary. It is documented behavior, but is what one would expect? Your modified example is attached (test_fcast2.inp).
Concerning the original example, in test_fcast3.inp (attached), I have increased the out of sample forecast period to 10 periods. In 2019a version the script works, in 2019c not (now on Win 10 both, though I think the OS is irrelevant). I am assuming that all forecasts are constructed in the correct way, i.e. using the last period forecast as the lag of the endogenous variable from the second forecast period onward. What created the difference?
Many thanks again, Andreas
test_fcast2.inp
Description: application/gretlscript
test_fcast3.inp
Description: application/gretlscript
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