Re: [Gretl-users] Standard Errors of OOS ARIMA Forecast?
On Fri, 26 Aug 2011, Riccardo (Jack) Lucchetti wrote:
On Fri, 26 Aug 2011, Allin Cottrell wrote:
> I'll do some more checking tomorrow to confirm that the fix is
> right, but thanks for spotting this!
Confirmed, the fix looks ok to me.
I'm attaching a zip file containing Skipper's dataset and a small script
performing the relevant computations.
Thanks, neat script. So I believe we're on the right track
now.
Allin Cottrell