[Gretl-devel] Re: adding obs not noticed by model forecast GUI
On Mon, 11 Oct 2021, Sven Schreiber wrote:
Am 11.10.2021 um 16:02 schrieb Allin Cottrell:
> On Mon, 11 Oct 2021, Sven Schreiber wrote:
>> the following happened with 2021d: I open denmark.gdt and estimate a toy
>> model in the GUI. Then I go to Analysis/Forecasts in the model window.
>> Gretl complains about unavailable out-of-sample obs. I dismiss this
>> message window and I switch to the main window and add 5 obs. Switching
>> back to the still open model window I attempt forecasting again. -> But
>> I get the same complaint, which now is no longer true.
> What's the model specification? Does it include any variables other
> than the dependent?
Without any deeper meaning and just by coincidence, I was regressing LRY
from the denmark dataset on LRM(-3) -- not LRM(-1 to -3).
I re-checked that when I add just two new obs until 1988:1 or so, gretl
still says no obs available for forecasting. LRM_3 should be available
until 1988:2 automatically.
This script shows what's happening. LRM_3 is not automatically
available in the added observations. To get that to happen, gretl
would have to recognize, on the basis of its metadata, that LRM_3 is
a series that can be extended after "addobs". That should be
possible but it's not in place at present.
<hansl>
open denmark
ols LRM 0 LRY(-3)
dataset addobs 3
print LRM LRY LRY_3 --byobs
catch fcast --out-of-sample
# extend LRM_3 manually
LRY_3 = LRY(-3)
fcast --out-of-sample
</hansl>
Allin