[Gretl-users] Re: Out of sample forecasting
Am 12.03.2021 um 10:55 schrieb Periklis Gogas:
This happens *sometimes *when using Gretl.
I use the *same data every time* in my class and *sometimes *when I go
here after I have restricted the sample to 1980:4 and try to forecast
the next 4 years, it only lets me forecast 1 period ahead. I cannot
set the End to 1984:4
Well, you didn't mention whether you also use the same model.
Obviously, if gretl's behavior is non-deterministic for exactly the same
circumstances, it would be a bug. Given how computers work, it's also
relatively improbable.
So my wild guess is that sometimes you have an exogenous variable which
makes a multistep dynamic forecast impossible.
cheers
sven
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