Dear Fábio,

Does your model have any dummy or exogenous variable?

Best,
Henrique

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On Mai 2 2016, at 1:53 pm, Fábio Aloísio <fabioaloisio@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.