Dear Gretl Community,

I think the $fcast accessor has a problem. I'm trying to save my VAR's forecast inside series (and not matrices), but all that I can get is an empty series. Could you please take a look at my scripts?

<hansl>

### Script 1 ###
open australia.gdt
smpl ; 1989:4

var 4 E PAU PUS --quiet
fcast --out-of-sample
series E_hat = $fcast[,1]

smpl --full
print E_hat --byobs

</hansl>

Even if I build a matrix before the series command I get the empty series:

<hansl>

### Script 2 ###
open australia.gdt
smpl ; 1989:4

var 4 E PAU PUS --quiet
fcast --out-of-sample
matrix E_HAT = $fcast[,1]
series E_hat = E_HAT

smpl --full
print E_hat --byobs

</hansl>

Thanks in advance,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge