Hello,
The predicted values are saved under yfcast when I use: fcast 1966/06/22 1966/08/31
yfcast.
However, I cannot see them in the data set as I set the range to only the first 1000
observations while the forecast range is from 1001 to 1050.
If I want to plot the predicted y's along with the actual y's and the
unconditional mean, does it mean that I have to reset my data set range? I still
can't figure out how to include the unconditional mean.
Here's what I used: gnuplot y yfcast --time-series --output=display
Thanks again,
vivien
From: vivienle(a)hotmail.com
To: gretl-users(a)lists.wfu.edu
Subject: Can the results of forecasts be saved?
Date: Sun, 10 Oct 2010 18:15:44 +0000
Hello,
I'm new to gretl. So please bear with me.
I ran an ARIMA (2,1) model and then did an out-of-sample forecast. Original sample is set
to use the first 1000 observations and the forecast is on observations 1001 to 1050. I
want to save the predicted y values and then plot it along with the actual and fitted
values and the unconditional mean. I can't seem to find any command to save the
predicted values. Even if I can add the predicted values to the data set, I'm not
sure how to include the unconditional mean on the graph.
Thank you in advance for your help,
vivien