[Gretl-users] Re: fcast behavior
Am 15.11.2019 um 10:07 schrieb anzervas(a)yahoo.com:
In test_fcast3.inp, the exogenous variable is available for all out
of estimation sample periods, so I suppose that forecasts should be generated in all
different ways,
Ah, now I see what you mean. Indeed the estimated model uses obs until
190 (because the innovation u is only available up to there), and then
"fcast 191 200" and "fcast --out-of-sample" should be equivalent, I
agree.
Perhaps gretl is confused by the fact that here $t2 != $model.t2, i.e.
that the estimation sample does not correspond to the active workfile
sample. But it shouldn't be.
Can somebody test on 2019b?
thanks
sven