On Thu, 4 Aug 2011, Henrique Andrade wrote:
> Please take a look at my script:
>
>
> open australia.gdt
> smpl ; 1989:4
>
> var 4 E PAU PUS --quiet
> fcast --out-of-sample
> series E_hat = $fcast[,1]
>
> smpl --full
> print E_hat --byobs
>
You need to move the "smpl --full" before the saving of
Em 4 de agotos de 2011 Ignacio Diaz-Emparanza escreveu:
If you want to forecast out of the sample you should add the corresponding
> "space" for the new observations before using 'fcast', the command is
>
> dataset addobs 10
>
> (for adding 10 new obs)
>
Dear Ignacio,
Thanks a lot for your answe
If you want to forecast out of the sample you should add the corresponding
"space" for the new observations before using 'fcast', the command is
dataset addobs 10
(for adding 10 new obs)
2011/8/3 Henrique Andrade
> Dear Gretl Community,
>
> I think the *$fcast* accessor has a problem. I'm tryi
Dear Gretl Community,
I think the *$fcast* accessor has a problem. I'm trying to save my VAR's
forecast inside series (and not matrices), but all that I can get is an
empty series. Could you please take a look at my scripts?
### Script 1 ###
open australia.gdt
smpl ; 1989:4
var 4 E PAU PUS --q