[Gretl-devel] Re: About adding observations in forecasts with an estimated AR model
On Mon, May 1, 2023 at 8:47 PM Cottrell, Allin <cottrell(a)wfu.edu> wrote:
On Mon, May 1, 2023 at 12:39 PM yinung at Gmail <yinung.cycu(a)gmail.com> wrote:
>
> Thanks for quick responses. I re-tested it and found that "adding
observations" windows occurs if the estimated AR is without a constant. For example,
>
> open bjg.gdt
> smpl ; -10
> model1 <- arima 1 0 1; g --nc
>
> Then, turn to GUI of model1 to do the forecasts.
Thanks for the report, Yi-Nung. I see what you mean. We'll try to fix
that as soon as we can.
This is now fixed in git and snapshots. For the record, the issue was
that despite reserving 10 observations for forecasting, via
smpl ; -10
Yi-Nung found that after estimating (via the GUI) an ARIMA model
without a constant, gretl reported that there were no observations
available for forecasting.
The problem was specific to the GUI, and to the case where the model
had no regressors as such.
Allin