[Gretl-users] Evaluating Forecasts

Dear Gretl Community, I'm trying to evaluate my forecasts using "fcstats()", but the results are not quite good. Could you please take a look at my script? <script> open australia.gdt smpl ; 1989:4 Modelo <- ols E const PAU PUS --robust fcast 1972:1 1991:1 E_hat smpl full matrix Avaliacao = fcstats(E, E_hat) </script> Is there anything wrong in it? Best regards, -- Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge