Folks, I've just come across this: https://www.dropbox.com/s/6k4yhuxnmnxu1e6/Forecasting%20theory%20and%20pr... which contains a nice "bird's eye" introduction to everything that has to do with economic forecasting. It's a shame that gretl is never mentioned in the article, but OTOH is good to see that we support, at least partly, most of the techniques mentioned here. I'm sharing it with you because it is possible that we may find some ideas on additions or enhancements to what we currently have. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------