Re: [Gretl-users] Time series interpolation

The estimated equation is Model 1: OLS, using observations 1950-1957 (T = 8) Dependent variable: Stock coefficient std. error t-ratio p-value -------------------------------------------------------- const 225.000 6.21177 36.22 2.95e-08 *** Time -6.25000 0.976086 -6.403 0.0007 *** Mean dependent var 190.6250 S.D. dependent var 22.90313 Sum squared resid 468.7500 S.E. of regression 8.838835 R-squared 0.872340 Adjusted R-squared 0.851064 F(1, 6) 41.00000 P-value(F) 0.000684 Log-likelihood -27.63402 Akaike criterion 59.26804 Schwarz criterion 59.42692 Hannan-Quinn 58.19644 rho -0.010000 Durbin-Watson 1.650000 Now substitute time values in the estimated equation 225- 6.25 X Give X values like 1 , 2 3 up to 10 You will get predicted values like this ( by manual calculation) when X is 5 ( value for 1954 ) the estimated value is 193.75. When X is 6 ( value for 1955) the predicted value is 187.5. By OLS this is the answer. On Sat, May 17, 2014 at 7:19 PM, Huffelpuff <huffelpuff420(a)gmail.com <mailto:huffelpuff420@gmail.com>> wrote: Hi, I'm new to gretl, so forgive my ignorance. I'm aware that gretl provides forecasting functionality, but I'm interested in using any of the time-series models in gretl (AR, ARIMA, GARCH, etc) to interpolate a section of unknown data. If I have something like this: Year Stock value 1950 215 1951 220 1952 200 1953 195 Then it is easy in gretl to predict the following years (1954, 1955, and so forth). But if I have something like this: Year Stock value 1950 215 1951 220 1952 200 1953 195 1956 190 1957 185 1958 170 1959 150 I then want to "predict" (or technically interpolate) the values for the years 1954 and 1955 (the stock value will probably be something between 195 and 190). Is this possible with gretl? If so, how? Peter _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users