[Gretl-users] VAR problems

Dear Gretl Community, I would like to report two "issues" about VAR estimation. # Part 1: "--out-of-sample" problem I'm trying to perform an out of sample forecast of a VAR model but Gretl is telling me that I have an error with my data. Please take a look at my script: <hansl> open australia.gdt smpl ; 1990:1 "VAR" <- var 4 lpau lpus le --seasonals --quiet dataset addobs 4 fcast 1990:2 1992:1 # "Works ok!" fcast 1990:2 1992:1 --dynamic # "Works ok!" fcast 1990:2 1992:1 --static # "Works ok!" fcast 1990:2 1992:1 --out-of-sample "Does not work" </hansl> # Part 2: Saving VAR inside a loop problem These one looks like a small bug. When I try to save models with quoted names Gretl doesn't save them. Please take a look at my script: <hansl> open australia.gdt loop i=1..2 # "Works ok!" smpl 1972:1 1990:$i VAR$i <- var 4 lpau lpus le --seasonals --quiet endloop smpl --full loop i=1..2 # "Does not work" smpl 1972:1 1990:$i "VAR$i" <- var 4 lpau lpus le --seasonals --quiet endloop </hansl> -- *Henrique C. de Andrade* Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge