[Gretl-users] arima forecasting

[Econometria]

the 4yh line is incomplete (an equation is present but is not displyed)
at the end of that line insert     Y^T+28/YT.
----- Original Message ----- 
From: "Econometria" <econometria at adinet.com.uy>
To: "Gretl list" <gretl-users at lists.wfu.edu>
Sent: Saturday, June 23, 2007 5:33 PM
Subject: Re: [Gretl-users] arima forecasting


> 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
>>>
>>> _______________________________________________
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>>> Gretl-users at lists.wfu.edu
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>>>
>>
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