[Gretl-users] Re: in-sample prediction vs. out-of-sample forecast (was: Re: Re: some panel work ....)

Am 28.02.2024 um 22:15 schrieb Riccardo (Jack) Lucchetti: > On 28/02/2024 21:59, Brian Revell wrote: >> Jack, just to clarify, my query was about using the forecast option >> with a panel dataset, for forecasting within the sample time period >> range in each panel unit, in which the forecast is the fitted >> value. The graphics function treats contiguous observations in >> adjacent panel units and plots them as such when calling up Analysis; >> Forecast from a pooled OLS model with DVs, thereby making the graph >> line for the dependent variable continuous. The forecast function is >> not available when specifying FE or RE Panel models. > > I'm aware of that, Brian, thanks. To be honest, I had forgotten that in-sample predictions are also subsumed under the term "forecast" in gretl, and I find it a bit unfortunate. But I just checked the introduction to the Forecasting chapter in the guide, and it is quite clear about it, so I guess I just have to get used to it again. thanks sven _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/