[Gretl-users] Performing a Backcast in Gretl

[Thomas La Bone]

I am working on a problem where I want to backcast a time series, i.e., 
forecast into the past to a time before the measurements of the times 
series were available.

None of the software packages I have access to (including Gretl) appear 
to offer an explicit backcasting option. I have read that a stationary 
time series is time-invariant, i.e., it has the same properties forwards 
and backwards in time. So, when I go to backcast the data is it valid to 
analyze the data in Gretl in reverse order and just do a regular forecast?

Tom