On Viernes, 24 de Julio de 2009 05:10:50 Allin Cottrell escribió: You can specify an univariate ARIMA model for imports, then forecast with this model the periods you need for that variable and put this values as inputs in the ARIMAX model for GDP. In this case, the point forecasts that gretl produces are ok, but the forecast intervals are not good. The correct intervals should have into account the variability in the forecasting of imports, so they have to be wider than the intervals that gretl produces. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.et.bs.ehu.es