Re: [Gretl-devel] fcast(): steps-ahead
Am 20.01.2017 um 16:07 schrieb Artur Tarassow:
However, I am wondering whether the "rolling window" scheme
could be
added to the fcast command as another option. Of course, this would
require another input selecting the "window size" then. Even though this
can easily be programmed using hansl, it may be worth to add this natively.
I seem to remember that we had the terminology discussion before. Even
gretl's own help text for "rolling" says that then "forecasts are
recursive" -- which begs the question why this isn't called
"--recursive" in the first place. Or I think it's often called sequential.
So what Artur calls "rolling window" is called just "rolling" outside
of
gretl I think. And yes of course, it would be nice.
thanks,
sven