On Wed, 17 Aug 2011, Marcin Błażejowski wrote:
# OLS block
ols C 0 Y
# NLS block
genr a = 1.0
genr b = 1.0
nls C = a + b * Y
params a b
All 3 forecast generated by OLS (olsX) are the same while forecast generated
by NLS (nlsX) are different. Moreover, olsX = nls1 (always, no matter the
number of forecast is).
Yes, the nls forecast was wandering on repetition of the
fcast command; thanks for the report.
This was due to "experimental" code which added a bootstrapped
forecast error: the trouble was that the original parameter
values were not being restored after the bootstrap. That's now
fixed in CVS and snapshots.