Re: [Gretl-devel] OLS Forecasting

On Sun, 8 Feb 2009, Henrique wrote: > I had tested this new gretl feature using one of my databases. At > first, it worked very fine. But after this initial test I replicate > the estimation (and forecasting) exercise using EViews and I realized > that the results differ. > > In gretl I'd selected the option "static forecast" (and the same in EViews). > > After this, I changed the EViews option to "dynamic forecast" and the > results were equal to the gretl "static forecast" predicted values. > > Is something wrong? Yes, the dynamic/static thing is not right yet for auto-integrated forecasts; I'll work on this some more.