Re: [Gretl-users] Fixed effects forecast
Ok, you restricted the sample over the range 1970 to 1979 to compare.
But I can easily use the script over all sample, i.e., 1970 to 1984, and
generate forecasts from 1985-1988, ok?
Thanks
Rick
--------------------------------------------------
From: "Allin Cottrell" <cottrell(a)wfu.edu>
Sent: Sunday, March 21, 2010 11:32 PM
To: "Gretl list" <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Fixed effects forecast
On Thu, 21 Aug 2008, [iso-8859-1] Ricardo Gonçalves Silva wrote:
> Thanks so much. I will try the script now.
> Only a newbie question: the fcasts generated are out-of-sample, right?
Yes, the William Greene dataset I used has data for 6 firms from
1970 to 1984. My script estimates the fixed-effects model over the
range 1970 to 1979, then generates forecasts for 1970-1984.
I produced "forecasts" for all years just to show that the
in-sample values agree with $yhat, but presumably it's the out of
sample values that are of most interest.
Allin Cottrell
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