[Gretl-users] Re: some panel work we may want to do
On 28/02/2024 21:59, Brian Revell wrote:
Jack, just to clarify, my query was about using the forecast option
with a panel dataset, for forecasting within the sample time period
range in each panel unit, in which the forecast is the fitted value.
The graphics function treats contiguous observations in adjacent panel
units and plots them as such when calling up Analysis; Forecast from a
pooled OLS model with DVs, thereby making the graph line for the
dependent variable continuous. The forecast function is not available
when specifying FE or RE Panel models.
I'm aware of that, Brian, thanks. It so happened that your message
started a discussion among developers on more general points. Again, I
shouldn't have spammed the whole user list with my message, which was
just an internal memo. Sorry, again!
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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