Re: [Gretl-devel] Adding observations within a function

Am 28.07.2015 um 19:43 schrieb Allin Cottrell: > At the Berlin gretl conference Marcin asked me if it would be possible > to enable use of "dataset addobs" within functions. > > I can see the point in this: if you're writing a package that's intended > to do forecasting, it would be very useful to be able to add > observations, even if just temporarily. This is now in not-CVS [ > http://ricardo.ecn.wfu.edu/pub/gretl/gretl-updates.tgz ] and snapshots > (on ricardo.ecn.wfu.edu). > > You can use "dataset addobs" in a function only if the end of the sample > range, on entry, is the end of the dataset (i.e. $t2 cannot be > restricted, though $t1 could be). And when the function exits the extra > observations disappear. So if you want to return an out of sample > forecast you'd have to do that in the form of a matrix. > I'm not saying by any means that there's an urgent need for action, but I don't understand why out-of-sample forecasting would have to be "crippled" in this way. In my view producing out-of-sample forecasts is one of the central aims of applied time-series econometrics. Gretl then says "sorry I don't support this (fully) with my built-in objects series and lists, it makes me uneasy". Not exactly a first-class treatment, no?