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ar model

diff command on matrix

Examples of Gretl scripts

aymen kaabi

Tuesday, 9 April 2013 Tue, 9 Apr '13

1:19 a.m.

hello. i have the of ar model how can i use to forecast the next value . i don't find the function. thanks for all.

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Allin Cottrell

Tuesday, 9 April Tue, 9 Apr

2:17 p.m.

On Tue, 9 Apr 2013, aymen kaabi wrote:

i have the of ar model how can i use to forecast the next value . i don't find the function.

Look up the "fcast" command. Allin Cottrell

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aymen kaabi

2:56 p.m.

but i use the library i used get_forecast function but no idea how can i extract the predicted values 2013/4/9 Allin Cottrell <cottrell(a)wfu.edu>

On Tue, 9 Apr 2013, aymen kaabi wrote: > i have the of ar model > > how can i use to forecast the next value . i don't find the function. Look up the "fcast" command. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

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Sven Schreiber

3:52 p.m.

On 09.04.2013 16:56, aymen kaabi wrote:

but i use the library i used get_forecast function but no idea how can i extract the predicted values

Using the C-level library is certainly more difficult and less user-friendly -- after all, that's why the gretl-GUI and the scripting language hansl exist! Maybe you could explain why you need to do what you want to do at the C level. Even from a C program one alternative way to leverage gretl might be to write a batch file with gretl commands and call the gretl program on that. This would arguably be less professional than to include and use libgretl, but it would probably be more straightforward to implement. -sven

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Allin Cottrell

4:07 p.m.

On Tue, 9 Apr 2013, aymen kaabi wrote:

but i use the library i used get_forecast function but no idea how can i extract the predicted values

OK, the definition of the FITRESID struct (a pointer to which is returned by get_forecast()) was not showing up in the API docs. That is now fixed at http://gretl.sourceforge.net/API/new/gretl/gretl-forecast.html Note that the nobs member of FITRESID (i.e. the length of the arrays actual, fitted and so on) will typically be the entire length of the dataset, for ease of transcription to series form. However, depending on the forecast parameters these arrays may contain a lot of NAs. The relevant range of the arrays is from t1 to t2 (as recorded in the FITRESID). Allin Cottrell

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Allin Cottrell
aymen kaabi
Sven Schreiber