Re: [Gretl-users] out of sample forecasting

yadong li wrote: > is there any way to obtain out of sample R square using Gretl ? > I tried many time but couldn't figure it out. I would say, by definition an out-of sample R-square couldn't exist. http://encyclopedia.thefreedictionary.com/R+Square The reason for that is, that the R-square is calculated using the difference between the model and the actuals. So it's kind of hard to get it if there are no actuals ;-) Johannes > > appreciate for help > > > best, > > > yadong > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users