On Mon, 11 Oct 2021, Sven Schreiber wrote:
Am 11.10.2021 um 16:02 schrieb Allin Cottrell:
> On Mon, 11 Oct 2021, Sven Schreiber wrote:
>> the following happened with 2021d: I open denmark.gdt and estimate a toy
>> model in the GUI. Then I go to Analysis/Forecasts in the model window.
>> Gretl complains about unavailable out-of-sample obs. I dismiss this
>> message window and I switch to the main window and add 5 obs. Switching
>> back to the still open model window I attempt forecasting again. -> But
>> I get the same complaint, which now is no longer true.
> What's the model specification? Does it include any variables other
> than the dependent?
Without any deeper meaning and just by coincidence, I was regressing LRY
from the denmark dataset on LRM(-3) -- not LRM(-1 to -3).
I re-checked that when I add just two new obs until 1988:1 or so, gretl
still says no obs available for forecasting. LRM_3 should be available
until 1988:2 automatically.
> If "addobs" is going to help, you should get a dialog offering to add
> some observations when you access the forecast menu item.
That's not what I'm seeing in this case.
OK, at present that facility is not clever enough to figure out that
out-of-sample forecasting is possible in the case you describe. It
works for a lagged dependent variable or autoregressive errors, but
not for a lagged exogenous variable whose current value is not
included in the specification.
Allin