11:42 p.m.
After ARIMA:
Is there a trick to save the forecast e.g. from 2010 to 2015 after the
observed data until 2009?Thanks Wolf
10:27 a.m.
On Jueves, 3 de Septiembre de 2009 01:42:32 Wolfgang Polasek escribió:
After ARIMA:
Is there a trick to save the forecast e.g. from 2010 to 2015 after the
observed data until 2009?Thanks Wolf
Using the GUI you may do what you want by clicking over the "+" icon in the
text results window.
If you are running a script you can do as in the following example:
<script>
open data3-6.gdt
arima 1 0 0 ; 1 --x-12-arima
addobs 4
fcast Ct
smpl 1995 ;
series Ctpred=Ct
smpl --full
</script>
The series Ctpred will have the forecasts from 1995 to 1999 and NAs in the
dates before.
By the way, we should ask to our dear developers why "addobs" is not now in
the list of commands of gretl (if you write 'help' in the console, or in the
pdf manual) its use is deprecated now? I have tried also "smpl ; +4" and does
not work.
--
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
10:47 a.m.
On Jueves, 3 de Septiembre de 2009 12:27:49 Ignacio Diaz-Emparanza escribió:
On Jueves, 3 de Septiembre de 2009 01:42:32 Wolfgang Polasek
escribió:
> After ARIMA:
> Is there a trick to save the forecast e.g. from 2010 to 2015 after the
> observed data until 2009?Thanks Wolf
Using the GUI you may do what you want by clicking over the "+" icon in the
text results window.
If you are running a script you can do as in the following example:
<script>
open data3-6.gdt
arima 1 0 0 ; 1 --x-12-arima
addobs 4
fcast Ct
smpl 1995 ;
series Ctpred=Ct
smpl --full
</script>
Or also:
<script>
open data3-6.gdt
arima 1 0 0 ; 1 --x-12-arima
addobs 4
fcast Ct
series Ctpred=Ct*(obs>1994)+NA*(obs<=1994)
</scrip>
--
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
6:28 p.m.
On Thu, 3 Sep 2009, Ignacio Diaz-Emparanza wrote:
If you are running a script you can do as in the following example:
<script>
open data3-6.gdt
arima 1 0 0 ; 1 --x-12-arima
addobs 4
fcast Ct
smpl 1995 ;
series Ctpred=Ct
smpl --full
</script>
The series Ctpred will have the forecasts from 1995 to 1999 and
NAs in the dates before.
By the way, we should ask to our dear developers why "addobs" is
not now in the list of commands of gretl (if you write 'help' in
the console, or in the pdf manual) its use is deprecated now?
I have tried also "smpl ; +4" and does not work.
"addobs" is not a real command in its own right. It's an alias
for "dataset addobs" which is the canonical form, and the
"dataset" command is documented OK. Perhaps we should have a list
of commonly used (and not deprecated) aliases in the manual?
As for "smpl ; +4", in what context is this giving an error?
The following works OK here:
<script>
open data3-6
smpl ; 1990
smpl ; +4
</script>
Allin.
8:17 a.m.
On Jueves, 3 de Septiembre de 2009 20:28:17 Allin Cottrell escribió:
"addobs" is not a real command in its own right. It's an alias
for "dataset addobs" which is the canonical form, and the
"dataset" command is documented OK. Perhaps we should have a list
of commonly used (and not deprecated) aliases in the manual?
It is a good idea. And 'help addobs' should produce something informative.
As for "smpl ; +4", in what context is this giving an error?
The following works OK here:
<script>
open data3-6
smpl ; 1990
smpl ; +4
</script>
Allin.
I see from your example that I misinterpreted this version of the command. I
thought it could enlarge the _full_ sample as "addobs 4", but I see it only
works with a restricted sub-sample.
--
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
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4 comments
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participants (3)
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Allin Cottrell -
Ignacio Diaz-Emparanza -
Wolfgang Polasek