[Gretl-users] arima forecasting

[walgula at wp.pl]

Thanks Allin, it works;)
 
----- Original Message ----- 
From: "Allin Cottrell" <cottrell at wfu.edu>
To: "Gretl list" <gretl-users at lists.wfu.edu>
Sent: Thursday, June 21, 2007 3:53 AM
Subject: Re: [Gretl-users] arima forecasting


> On Wed, 20 Jun 2007, walgula at wp.pl wrote:
> 
>> Hello, I'm trying to use an a raima model to forecasting. How to 
>> write a script that forecasts forwards some variable? I've 
>> dataset/file that includes "X" observations in time and i want 
>> to forecast this observation in time hour+1 or hour+2 forewards. 
>> How to do it? I know that I should to use "fcast" or "fcasterr" 
>> functions, but i don't know how to get time parameters.
> 
> Example:
> 
> # open Ramanathan hourly data set
> open data10-2.gdt
> # arma (1,1) for electricity usage
> arima 1 0 1 ; 2
> # add 3 observations for out of sample forecast
> addobs 3
> # display out-of-sample forecast
> fcasterr 32:01 32:03
> 
> The "32:01" and "32:03" above are the starting and ending 
> observations for the forecast.  If the hourly data were not 
> notated as "day:hour" you might do something like
> 
>  fcasterr 101 103
> 
> (assuming the original data went to obs 100, and you want an 
> out-of-sample forecast).
> 
> Allin Cottrell
> 
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