[Gretl-users] arima forecasting

[Econometria]

Hi everyone!, I have the same problem with arima forecasting (SARIMA 
actually)
The problem is that I need to forecast Y for 1, 7, 14 and 28 leads. Meaning 
that I need  for example.
But T is dynamic. First I take T=1/10/2006 and want the prediction for 
28/10/2006, when I have it, take 2/10/2006 and forecast 29/6/2006 and so on.
Is there an easy way to do it in gretl?

Thanks

Mauricio Giacometti


----- Original Message ----- 
From: <walgula at wp.pl>
To: "Gretl list" <gretl-users at lists.wfu.edu>
Sent: Thursday, June 21, 2007 3:59 AM
Subject: Re: [Gretl-users] arima forecasting


> 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
>>
>> _______________________________________________
>> Gretl-users mailing list
>> Gretl-users at lists.wfu.edu
>> http://lists.wfu.edu/mailman/listinfo/gretl-users
>>
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users at lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users 
-------------- next part --------------
A non-text attachment was scrubbed...
Name: not available
Type: image/gif
Size: 179 bytes
Desc: not available
Url : http://lists.wfu.edu/pipermail/gretl-users/attachments/20070623/0a73899c/attachment.gif