Dear all: Giuseppe Vittucci, thank you. But when I do it this way, I just obtain out-of-sample forecasts (2009M01-2010M12), not forecasts of 2011M01-2013M12. The details are below: Data: 1990M01-2010M12 In-sample forecasting: 1990M01-2008M12 Out-of-sample forecasting: 2009M01-2010M12 Generate forecasts: 2011M01-2013M12 I set sample range from 1990M01-2008M12 to estimate the model and click on Analysis -> Forecast. Forecast range has been automatically set from 2009M01 to 2010M12 in the dialog box and I click on OK to have predictions for 2009M01-2010M12 (out-of-sample forecasting). There is no option can choose to generate the forecasts of 2011M01-2013M12. Thanks a lot