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

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. This is experimental: I'd be interested to hear how it works, from people who actually do forecasting!