I am wondering wether it is possible to estimate forcast error in Gretl in simple terms. Let‘s fx. say I have a time series on monthy basis and the forecast model is simply some version of lagged values of this same time series (ARIMA,AR etc.). now I want to estimate historical forecast error for one, two, ..., n months in the future or get some data table where one, two, ..., n months forecasts can be compared to real historical values. Is this possible?

Kveðja / With regards

Gústaf Steingrímsson

Landsbankinn

Sérfræðingur / Analyst

Áhættustýring / Risk Management

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Landsbankinn (NBI hf.), kt. 471008-0280, Austurstræti 11, 155 Reykjavík, er skráð hlutafélag og starfar samkvæmt heimild og undir eftirliti Fjármálaeftirlitsins.
Landsbankinn (NBI hf.), Austurstræti 11, 155 Reykjavík. is incorporated in Iceland with limited liability (Reg. No: 471008-0280) and is authorised and regulated by the Financial Supervisory Authority in Iceland (Fjármálaeftirlitið).