Hello everybody, let me relay some news here that unfortunately it seems that doing (out-of-sample) forecasts with a VECM got broken in the current released version of gretl (2021a). Apparently some internal changes that were not supposed to affect anything had this unwanted side effect. So, time for the gretl developers to expand the testing suite some more! This bug is (hopefully) fixed in current snapshots. Depending on your needs it might also be an option to temporarily downgrade to the penultimate gretl version if you're affected by this bug. The good news is that this bug in most cases probably would produce completely crazy results that normally would not go unnoticed. Apart from automated testing which has broader coverage with each gretl release (mainly thanks to Allin and Artur), bugs like these are less likely the more users help in testing and reporting bugs. cheers sven