[Gretl-users] Re: ARIMA Forecasting question

Allin Cottrell cottrell at wfu.edu
Thu Jul 23 23:10:50 EDT 2009


On Tue, 21 Jul 2009, Ravi Mulani wrote:

> I am using the forecasting feature for ARIMA (using the icon
> view, as opposed to programming). Is there any way for me to
> forecast farther into the future than the lags of independent
> variables? For example, can I forecast GDP 3 quarters into the
> future using a 1-quarter lagged imports variable?

Only if you are able to supply values (possibly hypothetical
values) for the imports variable.  Gretl can't make up those
values for you.

Allin Cottrell


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