On Jueves, 3 de Septiembre de 2009 01:42:32 Wolfgang Polasek escribió:
After ARIMA:
Is there a trick to save the forecast e.g. from 2010 to 2015 after the
observed data until 2009?Thanks Wolf
Using the GUI you may do what you want by clicking over the "+" icon in the
text results window.
If you are running a script you can do as in the following example:
<script>
open data3-6.gdt
arima 1 0 0 ; 1 --x-12-arima
addobs 4
fcast Ct
smpl 1995 ;
series Ctpred=Ct
smpl --full
</script>
The series Ctpred will have the forecasts from 1995 to 1999 and NAs in the
dates before.
By the way, we should ask to our dear developers why "addobs" is not now in
the list of commands of gretl (if you write 'help' in the console, or in the
pdf manual) its use is deprecated now? I have tried also "smpl ; +4" and does
not work.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
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