Re: [Gretl-users] ARMA (1,1)
El 02/05/16 a las 18:52, Fábio Aloísio escribió:
Good afternoon,
Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1)
process out of sample (X t+1), but it shows a message that this cannot
be done (only in sample fcast). I tried everything, including some
commands - fcast, --out-of-sample, dataset addobs 1, --dynamic. I
also tried to ad new observations via the graphical interface, to
generate forecast, but, without success either.
There is something that I'm not doing right. Can anyone please give a
thought, what goes wrong? Maybe my commands are inadequate.
Dear Fábio:
please, try this script. Does it work for you?
#Data from 1959 to 1994
open data3-6.gdt
arima 0 1 1 ; Ct
dataset addobs 1
fcast 1995 1995
--
Ignacio Díaz-Emparanza
Departamento de Economía Aplicada III (Econometría y Estadística)
Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3