On Sun, 31 Oct 2010, Anton Bletsov wrote: Can you send me a copy of the dataset you're using, and the model specification? From the information given, I can't say what's happening here. As a comparison, you might try this: * Open the Ramanathan dataset data9-7. * Under the Data menu, choose Add observations and select 2 additional observations * Under the Model menu, select an ARMA(1,1) model for the variable QNC * Under the Analysis menu in the model window, select Forecasts: you will find that you're offered a dynamic forecast for the two extra observations. This is the expected behavior. Allin Cottrell