Thanks for quick responses. I re-testes it and found that "adding observations" windows occurs if the estimated AR is without a constant. For example,

open bjg.gdt
smpl ; -10
model1 <- arima 1 0 1; g --nc

Then, turn to GUI of model1 to do the forecasts.

ps: My apology, I will create a new thread next time

Yi-Nung

Artur T. <atecon@posteo.de> 於 2023年5月1日週一下午9:29寫道：

Am 01.05.23 um 13:23 schrieb Sven Schreiber:
> Next time, please start a new thread for a new topic instead of replying
> to another message. (even if you change the subject line, it's still
> treated as a reply.)
>
> Am 01.05.2023 um 08:58 schrieb yinung at Gmail:
>> I just found it when I estimated an AR model (via ARIMA) with
>> sub-sample observations to generate the out-of-sample forecasts in
>> GUI. A window then pops up to ask "Add observations."
>
> I cannot confirm this in a quick test with a recent snapshot, estimating
> an ARMA model with bjg.gdt dataset in a subsample. Please be more
> specific what you did to provoke such behavior.

I can also not confirm this difference between ARIMA and OLS using the
GUI with recent gretl under Ubuntu.

Artur
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