Re: [Gretl-users] VAR Forecast
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On Fri, 15 Oct 2010, Henrique Andrade wrote:
Let me explain better: I would like to make the forecasts for the
1972:1-1991:4 period. For 1972:1-1991:1 I would like to use the static
option (because I have the data), and for 1991:2-1991:4 I would like
to use the dynamic option...
As you say, it looks as if just doing
fcast 1972:1 1991:4
should produce the same results as first doing an explicitly
static forecast over the estimation range, then calling fcast
again, with the --out-of-sample flag. I'll look into this.
Allin
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Allin Cottrell