[Gretl-users] Using 'fcast' for panel data

Dear all, I am trying to do some forecasting exercise using a panel data set. I am a bit puzzled as the fcast command does not behave as I would have thought. However, I am not sure I am using fcast correctly in this example -- the manual doesn't include anything on the fcast command in connection with panel data currently. Please, see the sample script below. Best, Artur <hansl> clear set verbose off open abdata.gdt -q # Set training set smpl time<=7 --restrict # Estimate a model list reg = const CAP WAGE ols INDOUTPT reg --quiet # Forecast out-of-sample #----------------------- # These options don't work catch fcast --out-of-sample catch fcast 1:8 140:9 --out-of-sample catch fcast 1:8 140:9 --static # In-sample fit: works # fcast --static # Forecast of the 8th and 9th entry only fcast 8 9 --static # Set test set manually smpl time>7 --restrict --replace # FIXME: By the way, note that the selected sample # shown is "1:1 - 140:2" instead of "1:8 - 140:9" # call fcast: RESULTS IN ERROR catch fcast --out-of-sample # --> doesn't work catch fcast --static # --> doesn't work </hansl>