On Thu, 17 Jun 2010, denis joubert wrote:
I have a request too :-) (or a question i don't know if it's
already there) Is it possible to have a validation process of
forecasts. I mean using past values to verify forecast (without
using it to the "learning" or modeling process) ? because it's
what i implemented under cygwin with libgretl... and more than
all i use my validation process in order to have more accurate
parameters of model (number of lags is one the parameters i try
to optimize)
Sorry, not sure exactly what you mean by "validation" or
"verification" of forecasts. Can you explain a bit more?
Allin