Am 28.02.2024 um 22:15 schrieb Riccardo (Jack) Lucchetti:
On 28/02/2024 21:59, Brian Revell wrote:
> Jack, just to clarify, my query was about using the forecast option
> with a panel dataset, for forecasting within the sample time period
> range in each panel unit, in which the forecast is the fitted
> value. The graphics function treats contiguous observations in
> adjacent panel units and plots them as such when calling up Analysis;
> Forecast from a pooled OLS model with DVs, thereby making the graph
> line for the dependent variable continuous. The forecast function is
> not available when specifying FE or RE Panel models.
I'm aware of that, Brian, thanks.
To be honest, I had forgotten that in-sample predictions are also
subsumed under the term "forecast" in gretl, and I find it a bit
unfortunate. But I just checked the introduction to the Forecasting
chapter in the guide, and it is quite clear about it, so I guess I just
have to get used to it again.
thanks
sven