Re: [Gretl-users] problem with fcast --dynamic
Am 24.01.2017 um 12:53 schrieb Artur T.:
The error message when calling tscvrol() is:
<output>
--dynamic: inapplicable option
Actually I think gretl is probably right: In your second example gretl
has no way of knowing that the xlist contains the lags of your y
variable. Because you have transformed your x input into a matrix, and
then arbitrarily back to a series. How is the function tscvrol supposed
to know how you constructed y previously?
cheers,
sven