Good afternoon,
Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) process
out of sample (X t+1), but it shows a message that this cannot be done
(only in sample fcast). I tried everything, including some commands -
fcast, --out-of-sample, dataset addobs 1, --dynamic. I also tried to ad
new observations via the graphical interface, to generate forecast, but,
without success either.
There is something that I'm not doing right. Can anyone please give a
thought, what goes wrong? Maybe my commands are inadequate.
Tanks in advance, for any valuable help.
My best,
Fabio
ps. I know I can use the coeficients in spreadsheet to generate the fcast,
but Im trying to figure out whats is happening.