Hi Allin,

Thanks for the example program. I've fixed the reference errors (have send an email 5min ago).

On a different note. I'm new to gretl and still struggeling to figure out how to work with DATASET. I have a double array with my time series samples. I want to create a DATASET directly from this array (without reading it from file or DB). This is what I've done:

int length = 8;
double d[] = {0.1, 0.2, 0.3, 0.2, 0.1, 0.3, 0.4, 0.6};
DATASET *data = create_new_dataset(length, 1, 0);
dataset_add_series_as(data, d, "data");

Is this the correct way of doing it?


On 2014/03/29 12:30 PM, Allin Cottrell wrote:
On Sat, 29 Mar 2014, GOO Creations wrote:

I'm trying to estimate the parameters for an ARMA model and then forecast the next value. I've linked the library (libgretl-1.0) to my program and am able to create datasets and estimate the ARMA model. I'm however unable to use the forecast code.

I've noticed that forecast.h is not included in libgretl.h, which seems strange.

libgretl.h includes the "basic" gretl headers, but for some extra functionality it's necessary to include additional headers. This is
indicated in the API doc, for example


So I manually added forecast.h to my program. I now get *undefined references* to all the functions in forecast.h. So I assume the forecast functionality is not part of the libgretl-1.0 library.

It is included in libgretl. I don't know why you would be getting undefined references. I'm attaching a sample C file and accompanying Makefile which illustrates obtaining a forecast after ARMA estimation.

Allin Cottrell

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