Hello,
I have noticed a problem, with fcast command, which appears in such
script:
<script>
open data2-3.gdt
smpl 1959 1990
model1 <- ols unemp const cpi infl wggr
fcast 1991 1995
omit --auto
fcast 1991 1995
</script>
Both fcast commands give equal forecast results (corresponding to
model1), during the script without saving model to icon works ok:
<script>
open data2-3.gdt
smpl 1959 1990
ols unemp const cpi infl wggr
fcast 1991 1995
omit --auto
fcast 1991 1995
</scritp>
This script gives different forecast results. First fcast is based on
model given by ols, second one is based on model after omitting
variables.
Best regards,
Pawel