If you want to forecast out of the sample you should add the corresponding "space" for the new observations before using 'fcast', the command is

dataset addobs 10

(for adding 10 new obs)

2011/8/3 Henrique Andrade <henrique.coelho@gmail.com>
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

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