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forecast.h

/*
 * Copyright (C) 1999-2005 Allin Cottrell
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License 
 * as published by the Free Software Foundation; either version 2
 * of the License, or (at your option) any later version.
 *
 * This software is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License 
 * along with this software; if not, write to the 
 * Free Software Foundation, Inc., 59 Temple Place - Suite 330,
 * Boston, MA 02111-1307, USA.
 */

#ifndef FORECAST_H
#define FORECAST_H

typedef enum {
    FC_STATIC,
    FC_DYNAMIC,
    FC_AUTO,
    FC_ONESTEP
} ForecastMethod;

struct FITRESID_ {
    int model_ID;
    int model_ci;
    int model_t1;
    int method;
    double *actual;
    double *fitted;
    double *sderr;
    double sigma;
    double tval;
    int pmax;
    int df;
    int t0, t1, t2;
    int nobs;
    int err;
    char depvar[VNAMELEN];
};

void free_fit_resid (FITRESID *fr);

FITRESID *get_fit_resid (const MODEL *pmod, const double **Z, 
                   const DATAINFO *pdinfo);

FITRESID *get_forecast (MODEL *pmod, int t0, int t1, int t2,
                  double ***pZ, DATAINFO *pdinfo,
                  gretlopt opt);

FITRESID *get_VAR_forecast (GRETL_VAR *var, int i, int t0, int t1, int t2,
                      const double **Z, DATAINFO *pdinfo,
                      gretlopt opt);

int display_forecast (const char *str, MODEL *pmod, 
                  double ***pZ, DATAINFO *pdinfo, 
                  gretlopt opt, PRN *prn);

int add_forecast (const char *str, MODEL *pmod, 
              double ***pZ, DATAINFO *pdinfo,
              gretlopt opt);

void forecast_options_for_model (MODEL *pmod, const double **Z,
                         const DATAINFO *pdinfo,
                         int *dyn_ok, int *add_obs_ok,
                         int *dt2max, int *st2max);

FITRESID *
rolling_OLS_one_step_fcast (MODEL *pmod, double ***pZ, DATAINFO *pdinfo,
                      int t0, int t1, int t2);

#endif /* FORECAST_H */



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