Re: [Gretl-users] Time series prediction

Hi, Thanks for this Narandra. I'm still a bit confused how you actually did the interpolation. This is what I've done: 1. Create a dataset with 8 entries. The dataset has a variable with the indexes (1, 2, 3, 4, 7, 8, 9, 10) and a second variable that holds the stock prices. 2. I then estimate a model (for instance AR(1) or ARIMA) and used the stock prices as dependent variable and the indexes as the regressor. 3. Once estimated, I tried to forecast the values, but it only calculates the values for the given indexes, but not for index 5 and 6. How exactly did you get the interpolated values? Directly via the GUI or with a hansl script? Peter On 2014/05/17 04:42 PM, Narandra Dashora wrote: