guido mastrolilli a écrit :
I'm a new GRETL user's and I have problems with forecasting.
It's ok Guido & wellcome to Gretlmania!
I estimated a regression with OLS and i like to do a forecast out of
sample. Is it possible?
When i try Analysis, Forecast, i receive the message: "there are no observation
available for forecasting out of sample. If you wish, you can add observation, or you can
shorten the sample range over which the model is estimated."
I would like to do a real forecast out of sample, how can i do?
All you have to do is to include the observations for which you need the
forecast in the data file before estimating the OLS. For example, if
your regression use data is spanning from T1 to T2 and the "out of
sample" forecast will be done for data from (T2+1) to T3, the data file
you load in Gretl must include the whole data, from T1 through T3. Just
before you proceed with the OLS regression switch on the subsample T1
to T2 what leaves room for out of sample forecasting.
Buona fortuna, e facci sapere