Hi,
I'm new to gretl, so forgive my ignorance. I'm aware that gretl provides
forecasting functionality, but I'm interested in using any of the
time-series models in gretl (AR, ARIMA, GARCH, etc) to interpolate a
section of unknown data. If I have something like this:
Year Stock value
1950 215
1951 220
1952 200
1953 195
Then it is easy in gretl to predict the following years (1954, 1955, and
so forth). But if I have something like this:
Year Stock value
1950 215
1951 220
1952 200
1953 195
1956 190
1957 185
1958 170
1959 150
I then want to "predict" (or technically interpolate) the values for the
years 1954 and 1955 (the stock value will probably be something between
195 and 190). Is this possible with gretl? If so, how?
Peter