yadong li wrote:I would say, by definition an out-of sample R-square couldn't exist.
> is there any way to obtain out of sample R square using Gretl ?
> I tried many time but couldn't figure it out.
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
>
>
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