[Gretl-devel] Adding observations within a function
cottrell at wfu.edu
Tue Jul 28 13:43:03 EDT 2015
At the Berlin gretl conference Marcin asked me if it would be possible
to enable use of "dataset addobs" within functions.
I can see the point in this: if you're writing a package that's
intended to do forecasting, it would be very useful to be able to add
observations, even if just temporarily. This is now in not-CVS [
http://ricardo.ecn.wfu.edu/pub/gretl/gretl-updates.tgz ] and
snapshots (on ricardo.ecn.wfu.edu).
You can use "dataset addobs" in a function only if the end of the
sample range, on entry, is the end of the dataset (i.e. $t2 cannot be
restricted, though $t1 could be). And when the function exits the
extra observations disappear. So if you want to return an out of
sample forecast you'd have to do that in the form of a matrix.
This is experimental: I'd be interested to hear how it works, from
people who actually do forecasting!
More information about the Gretl-devel