Dear Gretl Community, I'm trying to perform forecasts using a VAR model. Please take a look at the following script: <script> open australia.gdt "VAR 1" <- var 1 E PAU PUS fcast 1991:2 1991:4 --out-of-sample matrix Previsao = $fcast matrix ErroPadrao = $fcerr </script> The VAR estimation goes just fine, but the forecasting exercise gives me this error warning: <output> ? fcast 1991:2 1991:4 --out-of-sample Data error Error executing script: halting </output> What I doing wrong? Best, -- Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge