[Gretl-users] Applying an ARIMA Model

Hi, coming from data mining and machine learning i have the following question which may or may not sound stupid for you, but as i have no clue and there are no stupid questions (just stupid answers) i take my chance posting the question to this list: I already figured out how to fit an ARIMA process to my data (ok, how to actually find GOOD AR/MA/difference orders would be another question). And i can save the resulting model as Icon to my session. Does that mean i can also apply my model to any other data (of the same type of course)? Let's say i fit my model against a timeseries range A. How can i find out how my model fits to another timeseries range B? Maybe this isn't possible at all and i am misunderstanding the whole concept of ARIMA models and -forecasting. I am primary working with the data mining tool "RapidMiner", which allows you to easily apply any learned model to new and unseen data (classification mainly, but regression as well) and i wonder if it is the same with an estimated ARIMA model. Thanks (again) for any answer. :-) By the way, i appreciate that case markers can now be up to 15 chars in length, but what are they actually used for? Of course i'd like to have them show up on my plots, which i currently do by manually tweaking the gnuplot commands, but i think this functionality is still missing in gretl, am i correct? So what's left? Is there any practical use-case for case markers in timeseries analysis? -- Oliver