Hi,
I'm currently reviewing and amending the documentation for forecasts in
the guide. One thing I wasn't aware of before is that apparently it
isn't possible to produce a forecast plot for a single variable in a
VAR. What I mean is something like this:
<hansl>
open denmark
smpl +0 -4
var 2 LRY LRM --silent
fcast LRY --out-of-sample --plot=check.pdf # not supported
</hansl>
I don't really understand why this cannot be done, apart from historical
path-dependent reasons. Note that I'm specifying a single variable from
the VAR, so I'm only asking for a simple plot like in a single equation.
The forecast results themselves are of course also there in gretl,
because without the --plot option it works fine (as it should).
AFAICS there is currently no way to produce a forecast plot from a VAR
with a script, or am I missing something? (And I don't mean to reinvent
the wheel by using the $fcast results "manually".)
It would be very useful if this gap could be filled. Then for example we
could also use a loop to put the results into the "multiplot" package.
thanks
sven
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