Re: [Gretl-users] Getting Command Log Instructions for VAR Forecast
On Tue, 26 Jun 2018, Sven Schreiber wrote:
Am 26.06.2018 um 18:38 schrieb Leonardo Suarez Romero:
>
> I'm trying to get the 'command log' for a 'VAR forecast' to
include it into
> a 'script.inp' file to be executable after a session with different .cvs
> files.
>
> ...
> After results appears I try to run a Forecast on the Var window as the
> next image shows
> ...
> But the command *log window does not displays any instruction of what is
> the terminal doing. *¿Does anyone knows where can I find that instruction ?
> rather how to run forecasts of VAR results using only script files?
>
Hi Leonardo, I think you found a bug, or at least an unimplemented feature. I
think you're right to expect this command to be recorded in the log.
Agreed, and that's now fixed in git; snapshots will follow.
The relevant command would be as follows (see the command
reference):
fcast <startobs> <endobs> hp_Adjclose
where <startobs> would be something like 2018-02-02.
And you'd use the $fcast and/or $fcse accessors to retrieve
forecasts and/or their standard errors, as in
series hp_Adjclose_fc = $fcast
If you want forecasts of all the endogenous variables, omit the
variable name from the command. Then $fcast gives a matrix, one
column per variable. Example usage:
fcast <startobs> <endobs>
series fc1 = $fcast[,1]
series fc2 = $fcast[,2]
...
Allin Cottrell