Re: [Gretl-users] Out-of-sample forecasting with cross section data
On Mon, 18 Oct 2010, Mikael Postila wrote:
Sorry to ask a "simple and stupid" question on the list,
but couldn't find
an answer from any Manual or Command reference (nor Gretl-wiki search).
Is there a simple way to perform out-of-sample forecast for a cross section
data?
Set the sample to some subset of the available data (using the
"smpl" command or the GUI) and estimate the model you want. Then
reset the sample to a bigger range and use the "fcast" command or
the GUI to generate a forecast.
Example script:
open data4-1
smpl 1 10
ols 1 0 2
smpl full
fcast
Allin Cottrell