Re: [Gretl-users] Applying an ARIMA Model
Oliver Heering schrieb:
The thing in gretl is, if i want to see how my estimated (on series
A)
model performs on series B, i don't know how to actually do this
without fitting the model again, since i believe what Sven wrote: "a
saved model in gretl terms is tied to the used data sample as well".
Please correct me, if i'm wrong. :-)
Well in a script you can of course retrieve and store the coefficient
vector of your model ($coeff) for further use. That wouldn't be so
difficult, but it's not a one-liner.
In the GUI model window, I don't know if it's possible, I doubt it.
-sven