Dear gretl users,
The command "fcast" is not enought documented .
Is it possible to get more informations and formulas for
- dynamic option : is it possible to link for the source code (cc+) ?
I have not the book :Davidson, R. and J. G. MacKinnon (2004)
Econometric Theory and Methods, New York: Oxford University Press.
Perhaps more informations about formulas to put in the "Aide, help"
An I have an other reference (Pagan, Nicholls (1984)...)
- and for an AR1 model ?: is it easy to compute the forecast (by
repeated substitution , the prediction requires knowledge of XT+s but
not of the values of X in the periods between T and T+s)
But which option (s) for the forecast standard error ?.Further details
?( Judg et al (1985), Harvey (1990) ,..?..)
More help about these points.Please...
Sincerely and thanks
Michel POUCHAIN