Re: [Gretl-users] out of sample forecasting

sorry I forgot to say clear. my out of sample is part of whole sample. for example: the whole sample is knew as A +B, I use A as In sample and B as out of sample thanks for your reply yadong On Sun, Jul 22, 2012 at 10:08 PM, Johannes Lips <johannes.lips(a)gmail.com&gt; wrote: > > yadong li wrote: > > is there any way to obtain out of sample R square using Gretl ? > > I tried many time but couldn't figure it out. > I would say, by definition an out-of sample R-square couldn't exist. > http://encyclopedia.thefreedictionary.com/R+Square > The reason for that is, that the R-square is calculated using the > difference between the model and the actuals. So it's kind of hard to > get it if there are no actuals ;-) > > Johannes > > > > appreciate for help > > > > > > best, > > > > > > yadong > > > > > > _______________________________________________ > > Gretl-users mailing list > > Gretl-users(a)lists.wfu.edu > > http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users