Re: [Gretl-users] Performing a Backcast in Gretl

I am working on a problem where I want to backcast a time series, i.e., forecast into the past to a time before the measurements of the times series were available. None of the software packages I have access to (including Gretl) appear to offer an explicit backcasting option. I have read that a stationary time series is time-invariant, i.e., it has the same properties forwards and backwards in time. So, when I go to backcast the data is it valid to analyze the data in Gretl in reverse order and just do a regular forecast? Tom _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users