Am 28.02.2024 um 22:15 schrieb Riccardo (Jack) Lucchetti:
On 28/02/2024 21:59, Brian Revell wrote:
Jack, just to clarify, my query was about using the forecast option
with a panel dataset, for forecasting within the sample time period
range in each panel unit, in which the forecast is the fitted
value. The graphics function treats contiguous observations in
adjacent panel units and plots them as such when calling up Analysis;
Forecast from a pooled OLS model with DVs, thereby making the graph
line for the dependent variable continuous. The forecast function is
not available when specifying FE or RE Panel models.
I'm aware of that, Brian, thanks.
To be honest, I had forgotten that in-sample predictions are also
subsumed under the term "forecast" in gretl, and I find it a bit
unfortunate. But I just checked the introduction to the Forecasting
chapter in the guide, and it is quite clear about it, so I guess I just
have to get used to it again.
thanks
sven
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