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)
It's a bit slow but it's seems to be more accurate than trying myself
to find the best parameters.
2010/6/17 Allin Cottrell <cottrell(a)wfu.edu>:
On Thu, 17 Jun 2010, Talha Yalta wrote:
> On Wed, Jun 16, 2010 at 6:22 PM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
> >
> > You may be interested to hear of some recent enhancments to the
> > gretl GUI. These are in CVS and the snapshots for Windows and OS
> > X.
> Thanks very much for implementing these. The new features will be very
> helpful, in more than one way. For example, one benefit is being able
> to create nice looking summary statistics tables or a correlation
> tables using only a set of the available variables after custom
> ordering.
>
> Can a request another feature?
>
> The gretl display data window has the nice "reformat" option, which
> you have kindly implemented after my request last year. Could you
> extend this to summary stats and correlation matrix windows, please?
> This would be helpful not only in every day use, but also for LaTeX
> exporting.
That would be a lot more complicated than the straightforward
choice of display digits when printing series. Maybe some day.
Allin
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