Gretl Particular tutorial six: Fashion and Conjecturing Moment in time Show Statistics

In this video we run a linear regression on a time series dataset with time trend and seasonality dummies. Then, we perform and evaluate the accuracy of an in-sample forecast, as well as perform an out-of-sample (i.e., into the future) forecast.

TABLE OF CONTENTS:
00:00 Introduction
00:12 What we will do in this Video
00:40 Data
01:14 Glimpse Data in Excel
01:46 Load Data in Gretl
03:20 Plot Time Series
03:54 Create Additional Variables
04:38 Run Model with All Data
05:34 In-Sample Forecast
06:40 Evaluating Quality of In-Sample Forecast
10:37 Out-of-Sample Forecast

6 Antworten auf „Gretl Particular tutorial six: Fashion and Conjecturing Moment in time Show Statistics“

  1. Is there a reason why after adding a new observation to my data I cannot use the new observation for the forecast range? On the main Gretl data window, the full range shows that the new observation has been added. However, when going to Analysis > Forecast > Forecast Range, I cannot increase the range to reflect the new full range (with added observation).

    Any ideas as to why? Any ideas/suggestions much appreciated!

  2. Hi! Thank you very much for your video. What should i do if I want to study the relation between Xt and Xt-1 ( Xt = a + bXt-1 + e ) ? I don't really know how to create the value for  the previous day. im trying to graph electricty sales but cant seem to make it work, maybe you might know.  Thanks 🙂

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