On Thu, 14 Oct 2021, Sven Schreiber wrote:
Am 14.10.2021 um 16:29 schrieb Allin Cottrell:
> On Mon, 11 Oct 2021, Sven Schreiber wrote:
>
> > 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.
>
> This script shows what's happening. LRM_3 is not automatically
> available in the added observations. To get that to happen, gretl
> would have to recognize, on the basis of its metadata, that LRM_3 is a
> series that can be extended after "addobs". That should be possible
> but it's not in place at present.
Right, thanks, Allin. When I wrote "should be available" I meant that
conceptually there is no problem. I would call a bug only the misleading
error message, the rest is a missing feature, I think. However, the more
I think about it, I believe that potentially quite many models in
predictive regression format would be affected. So maybe this is
actually a bit more severe.
That's now upgraded in git: given a time-series dataset, recognized
lag series are extended by "dataset addobs". That's not yet the case
for panel data.
Allin