Re: [Gretl-users] arima forecasting

On Wed, 20 Jun 2007, walgula(a)wp.pl wrote: > Hello, I'm trying to use an a raima model to forecasting. How to > write a script that forecasts forwards some variable? I've > dataset/file that includes "X" observations in time and i want > to forecast this observation in time hour+1 or hour+2 forewards. > How to do it? I know that I should to use "fcast" or "fcasterr" > functions, but i don't know how to get time parameters. Example: # open Ramanathan hourly data set open data10-2.gdt # arma (1,1) for electricity usage arima 1 0 1 ; 2 # add 3 observations for out of sample forecast addobs 3 # display out-of-sample forecast fcasterr 32:01 32:03 The "32:01" and "32:03" above are the starting and ending observations for the forecast. If the hourly data were not notated as "day:hour" you might do something like fcasterr 101 103 (assuming the original data went to obs 100, and you want an out-of-sample forecast). Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users