[Gretl-users] Re: ARIMA Forecasting question
On Tue, 21 Jul 2009, Ravi Mulani wrote:
I am using the forecasting feature for ARIMA (using the icon
view, as opposed to programming). Is there any way for me to
forecast farther into the future than the lags of independent
variables? For example, can I forecast GDP 3 quarters into the
future using a 1-quarter lagged imports variable?
Only if you are able to supply values (possibly hypothetical
values) for the imports variable. Gretl can't make up those
values for you.
Allin Cottrell