[Gretl-users] Re: fcast behavior
On Fri, 15 Nov 2019, anzervas(a)yahoo.com wrote:
In test_fcast3.inp, the exogenous variable is available for all
out of estimation sample periods, so I suppose that forecasts
should be generated in all different ways, except perhaps in the
--static option case.
That's now fixed in git and snapshots. The static out-of-sample
option produces just a single forecast, which is right since we
immediately run out of actual lagged y values, but the dynamic
forecast is available to the end of the dataset.
Allin