Dear Gretl Community, I think the *$fcast* accessor has a problem. I'm trying to save my VAR's forecast inside series (and not matrices), but all that I can get is an empty series. Could you please take a look at my scripts? <hansl> ### Script 1 ### open australia.gdt smpl ; 1989:4 var 4 E PAU PUS --quiet fcast --out-of-sample series E_hat = $fcast[,1] smpl --full print E_hat --byobs </hansl> Even if I build a matrix before the *series* command I get the empty series: <hansl> ### Script 2 ### open australia.gdt smpl ; 1989:4 var 4 E PAU PUS --quiet fcast --out-of-sample matrix E_HAT = $fcast[,1] series E_hat = E_HAT smpl --full print E_hat --byobs </hansl> Thanks in advance, *Henrique C. de Andrade* Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

Please take a look at my script: <hansl> open australia.gdt smpl ; 1989:4 var 4 E PAU PUS --quiet fcast --out-of-sample series E_hat = $fcast[,1] smpl --full print E_hat --byobs </hansl>