Am 13.12.2011 02:29, schrieb Allin Cottrell:
On Mon, 12 Dec 2011, Sven Schreiber wrote:
> Well I'll keep trying to trigger it [a bad error message
> on accessing a forecast-matrix row]
>
> But in general, if gretl cannot figure out the lagged dependent
> variables...
If you'll pardon me, gretl would have needed a crystal ball to
figure out that a lagged dependent variable was intended in the
script you posted: you passed the series in question by value.
Of course, and it wasn't meant as a criticism, just as "in those cases
where it is impossible for gretl to..."
> and thus cannot really do a forecast, shouldn't it throw an error
> already at the 'fcast' command, and not "wait" until the user
> tries to access the results via '$fcast'?
In the case you posted, a one-step ahead forecast was possible but a
forecast over the full range specified was not. I'm not sure whether
it's preferable to flag an error, or just do what's possible. The
rows() function will tell you how many rows you got. But maybe we
should flag an error all the same.
I'm sure there's a case for both ways. I would like to see at least a
warning though. And IMHO partial failure still is failure (again, not
gretl's fault, just a fact).
Anyway, here's an attempt to reproduce something like what you
described (incremental forecasting); it works OK with CVS:
Yes thanks, no need to do my work for me :-)
-sven