Re: [Gretl-users] Problems with regression model forecast into future with 2 or 3 observations (T+1, T+2, T+3)

Dear All, I would like to ask you for help with Gretl software. I am writing you with an problem which I face during making forecast / prediction. I estimated econometric model with one depended variable and four explanatory variables. Method of estimating was OLS or Cochrane - Orcutt (both with same result). When I try to make a forecast into the future (*and Yes, I added new observations into the new data set*) I am unable to forecast into the future. *Gretl notices:* There are no observations available for forecasting out of sample. If you wish, you can add observations (Data menu, Edit data), or you can shorten the sample range over which the model is estimated (Sample menu).