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