On Fri, 31 Jul 2015, Sven Schreiber wrote:
Well yes and no. It would be impossible to write a function package
to
do forecasting because of the limitations. So "asking the user to go for
(a)" in this context would seem to imply you cannot use a contributed
package as with other applications, instead the user has to do at least
some of the prep work herself.
I guess it is conceivable in principle that the out-of-sample range
itself becomes an argument of the function call: Suppose gretl had a new
sample-range object type. Then the user/caller could supply the
sample-to-be-added as an argument to the function that does some
out-of-sample forecasting. That way the responsibility of "mucking" with
the dataset remains with the caller, but the function would be capable
of producing out-of-sample results.
Yes, this is true. As long as the "encapsulation principle" is safe (what
happens in the function stays in the function), I'm ok with this.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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