Dear all:

Giuseppe Vittucci, thank you.

But when I do it this way, I just obtain out-of-sample forecasts (2009M01-2010M12), not forecasts of 2011M01-2013M12. The details are below:

Data: 1990M01-2010M12

In-sample forecasting: 1990M01-2008M12

Out-of-sample forecasting: 2009M01-2010M12

Generate forecasts: 2011M01-2013M12

I set sample range from 1990M01-2008M12 to estimate the model and click on Analysis -> Forecast.

Forecast range has been automatically set from 2009M01 to 2010M12

in the dialog box and I click on OK to have predictions for 2009M01-2010M12

(out-of-sample forecasting).

There is no option can choose to generate the forecasts of 2011M01-2013M12.

Thanks a lot