Re: [Gretl-users] arima forecasting

Thanks Allin, it works;) ----- Original Message ----- From: "Allin Cottrell" <cottrell(a)wfu.edu&gt; To: "Gretl list" <gretl-users(a)lists.wfu.edu&gt; Sent: Thursday, June 21, 2007 3:53 AM Subject: Re: [Gretl-users] arima forecasting > On Wed, 20 Jun 2007, walgula(a)wp.pl wrote: > >> Hello, I'm trying to use an a raima model to forecasting. How to write a >> script that forecasts forwards some variable? I've dataset/file that >> includes "X" observations in time and i want to forecast this >> observation in time hour+1 or hour+2 forewards. How to do it? I know >> that I should to use "fcast" or "fcasterr" functions, but i don't know >> how to get time parameters. > > Example: > > # open Ramanathan hourly data set > open data10-2.gdt > # arma (1,1) for electricity usage > arima 1 0 1 ; 2 > # add 3 observations for out of sample forecast > addobs 3 > # display out-of-sample forecast > fcasterr 32:01 32:03 > > The "32:01" and "32:03" above are the starting and ending observations > for the forecast. If the hourly data were not notated as "day:hour" you > might do something like > > fcasterr 101 103 > > (assuming the original data went to obs 100, and you want an > out-of-sample forecast). > > Allin Cottrell > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users