Re: [Gretl-users] ARMA (1,1)
Dear Fábio,
Does your model have any dummy or exogenous variable?
Best,
Henrique
Sent from Nylas N1, the open source mail client.
On Mai 2 2016, at 1:53 pm, Fábio Aloísio <fabioaloisio(a)gmail.com> wrote:
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.
Tanks in advance, for any valuable help.
My best,
Fabio
ps. I know I can use the coeficients in spreadsheet to generate the
fcast,
but Im trying to figure out whats is happening.
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