[Gretl-users] ARMA models forecast in a Spreadsheet

Marcos Larios sonnycrack at gmail.com
Tue Nov 20 11:47:18 EST 2007


Hi list,
Whenever I do a forecast I always let gretl to do it for me and don't worry
about anything else, the problem is that I need to send a spreadsheet to a
client, and he "NEEDS" the calculation to be in there (Don't ask me why, he
thinks that models are to photos not to math), anyway, I don't seem to find
any reference that tells me how to forecast in a spreadsheet, I have an
ARMA(2,3) model but I don't know how to make the MA forecast in a
spreadsheet, the AR part is simple but the MA part I can't get past it, if
someone has already done something similar please advice, I don't want an
add-in or add-on or macro, I need it to be in a simple formula no matter if
I need set the recursive formula option on, thanks in advance.

-- 
Marcos Larios Santa Rosa
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