Re: [Gretl-users] ARMA (1,1)

El 02/05/16 a las 18:52, Fábio Aloísio escribió: > Good afternoon, > > Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) > process out of sample (X t+1), but it shows a message that this > cannot be done (only in sample fcast). I tried everything, including > some commands - fcast, --out-of-sample, dataset addobs 1, --dynamic. > I also tried to ad new observations via the graphical interface, to > generate forecast, but, without success either. > > There is something that I'm not doing right. Can anyone please give a > thought, what goes wrong? Maybe my commands are inadequate. Dear Fábio: please, try this script. Does it work for you? #Data from 1959 to 1994 open data3-6.gdt arima 0 1 1 ; Ct dataset addobs 1 fcast 1995 1995