On Fri, 29 Jul 2011, Henrique Andrade wrote:
I would like to report two "issues" about VAR estimation.
# Part 1: "--out-of-sample" problem
"VAR" <- var 4 lpau lpus le --seasonals --quiet
fcast 1990:2 1992:1 --out-of-sample "Does not work"
You're not allowed to specify dates with the --out-of-sample
option; it's a shorthand form that figures the dates for you.
# Part 2: Saving VAR inside a loop problem
These one looks like a small bug. When I try to save models with quoted
names Gretl doesn't save them. [...]
Yes, that one was a bug. Now fixed in CVS.