[Gretl-users] Re: fcast behavior
On Sat, 16 Nov 2019, Sven Schreiber wrote:
Am 15.11.2019 um 21:31 schrieb Allin Cottrell:
> On Fri, 15 Nov 2019, anzervas(a)yahoo.com wrote:
>
>> In test_fcast3.inp, the exogenous variable is available for all out of
>> estimation sample periods, so I suppose that forecasts should be
>> generated in all different ways, except perhaps in the --static option
>> case.
>
> That's now fixed in git and snapshots. The static out-of-sample option
> produces just a single forecast, which is right since we immediately run
> out of actual lagged y values, but the dynamic forecast is available to
> the end of the dataset.
Thanks Allin.
This may be the first serious bug that was found in 2019c, maybe
warranting a new release?
Yes, I think it's about time for a release. BTW, that partial
breakage of "fcast" came in with 2019b.
Allin