Re: [Gretl-users] VAR Forecast

On Mon, 18 Oct 2010, Henrique Andrade wrote: > Let me see if I understood correctly: > > (1) With no flags Gretl gives me "static" forecasts inside the sample and > dynamic ones outside the sample. > fcast 1972:1 1991:4 > > (2) With the option "--dynamic" Gretl uses the *estimated* values to make > the forecast of the period t+1. > fcast 1972:1 1991:4 --dynamic > > (3) With the option "--static" Gretl uses the *observed* values to make > forecast of the period t+1. > fcast 1972:1 1991:1 --static > > (4) With the option "--out-of-sample" Gretl gives me dynamic forecasts (i.e. > using estimated values) outside my sample. > > Is this the correct interpretation? Yes, that's right. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users