[Gretl-users] Evaluating Forecasts

[Henrique Andrade]

Dear Gretl Community,

I'm trying to evaluate my forecasts using "fcstats()", but the results are
not quite good. Could you please take a look at my script?

<script>
open australia.gdt
smpl ; 1989:4

Modelo <- ols E const PAU PUS --robust
fcast 1972:1 1991:1 E_hat

smpl full
matrix Avaliacao = fcstats(E, E_hat)
</script>

Is there anything wrong in it?

Best regards,
-- 
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge

Dear Gretl Community,

I'm trying to evaluate my forecasts using "fcstats()", but the results are not quite good. Could you please take a look at my script?

<script>
open australia.gdt
smpl ; 1989:4

Modelo <- ols E const PAU PUS --robust
fcast 1972:1 1991:1 E_hat

smpl full
matrix Avaliacao = fcstats(E, E_hat)
</script>

Is there anything wrong in it?

Best regards,
--
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge