Le mer. 20 janv. 2021 à 15:05, Sven Schreiber <svetosch@gmx.net> a écrit :
..but in principle it seems
easy enough to compute a fitted value yhat even for any obs
(y-X-constellation) which wasn't part of the estimation sample.
I mean that's what we do for prediction, no?
Yes Sven, by all means :) (that was not a very wise question of mine)
Does a (static)
"fcast" work there in gretl?
No, it doesn't. For 0-weighted observations excluded from the estimation the "fcast --static" gives a "nan" value.