Am 24.11.2024 um 22:59 schrieb Allin Cottrell:
On Sun, 24 Nov 2024, Sven Schreiber wrote:
I'm noticing that the printout here has no values for the final two
observations - to be honest, I don't know why that is so, all the
necessary ingredients should be there. Can anybody explain this, please?
The trouble here is that while this is a dynamic model, that's not
clear to gretl. Your on-the-fly specification of the lagged dependent
variable as the log-difference of something "hides" from gretl the
fact that it's the first lag of the dependent variable. If you did
this instead
<hansl>
open AWM18.gdt
h = 3
y = ldiff(YED)
ols y const y(-1)
fcast h --recursive
</hansl>
you'd get a dynamic forecast that runs to the end of the dataset.
Thanks, Allin. Maybe it's worth noting for other users out there that
this kind of problem can't really happen in the graphical interface,
because series and lags are created or added explicitly to the model.
cheers
sven
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