On Sat, 29 Mar 2014, GOO Creations wrote:
I'm trying to estimate the parameters for an ARMA model and then
forecast the
next value. I've linked the library (libgretl-1.0) to my program and am able
to create datasets and estimate the ARMA model. I'm however unable to use the
forecast code.
I've noticed that forecast.h is not included in libgretl.h, which seems
strange.
libgretl.h includes the "basic" gretl headers, but for some extra
functionality it's necessary to include additional headers. This is
indicated in the API doc, for example
http://gretl.sourceforge.net/API/new/gretl/gretl-Forecasting.html
So I manually added forecast.h to my program. I now get *undefined
references* to all the functions in forecast.h. So I assume the forecast
functionality is not part of the libgretl-1.0 library.
It is included in libgretl. I don't know why you would be getting
undefined references. I'm attaching a sample C file and accompanying
Makefile which illustrates obtaining a forecast after ARMA estimation.
Allin Cottrell