[Gretl-users] Forecasting

[artur]

guido mastrolilli a écrit :
> Hi, 
>
> I'm a new GRETL user's and I have problems with forecasting. 
>   
It's ok Guido & wellcome to Gretlmania!

> I estimated a regression with OLS and i like to do a forecast out of sample. Is it possible?
> When i try Analysis, Forecast, i receive the message: "there are no observation available for forecasting out of sample. If you wish, you can add observation, or you can shorten the sample range over which the model is estimated."
> I would like to do a real forecast out of sample, how can i do?
>
>   

All you have to do is to include the observations for which you need the 
forecast in the data file before estimating the OLS. For example, if 
your regression use data is spanning from T1 to T2 and the "out of 
sample" forecast will be done for data from (T2+1) to T3, the data file 
you load in Gretl must include the whole data, from T1 through T3. Just 
before you proceed with the OLS regression switch on the  subsample T1 
to T2  what leaves room for out of sample forecasting.

Buona fortuna, e facci sapere
Artur