Hi,
apart from providing some forecasting results in the accessors $fcast
and $fcerr, gretl also prints some forecast intervals in the output.
However, if I'm not much mistaken these should only be correct under
normally distributed innovations (whereas $fcast and $fcerr should be
appropriate under less restrictive assumptions).
So I'm proposing to print a corresponding warning, or to print normal
forecast intervals only if explicitly requested, for example with 'fcast
--normal' or similar.
thanks,
sven
Show replies by date