Re: [Gretl-users] Evaluating Forecasts
Em 6 de janeiro de 2011 Henrique escreveu:
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?
I think I've got some new information about the problem. Please take a look
at the matrices ("Avaliacao") I've built using Gretl 1.9.2 and Gretl
1.9.3cvs:
Matrix "Avaliacao" (Gretl 1.9.2)
0,012950583866387
0,0119728569195267
0,088180002327878
0,657357975527154
9,62359845382055
2,55965617310308
0,0140081539107667
0,044144082163202
0,941847763926032
Matrix "Avaliacao" (Gretl 1.9.3cvs)
-0,168683646927546
0,0284541727407769
0,168683646927546
-14,1631945363179
14,1631945363179
0
nan
nan
nan
Conclusion: the same script produces different results on each Gretl
version.
Best,
Henrique
Attachments:
- attachment.html (text/html — 2.9 KB)