/usr/include/gretl/forecast.h is in libgretl1-dev 1.9.92-1.
This file is owned by root:root, with mode 0o644.
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* gretl -- Gnu Regression, Econometrics and Time-series Library
* Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
*
* This program 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 3 of the License, or
* (at your option) any later version.
*
* This program 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 program. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef FORECAST_H
#define FORECAST_H
#ifdef __cplusplus
extern "C" {
#endif
typedef enum {
FC_STATIC,
FC_DYNAMIC,
FC_AUTO,
FC_KSTEP
} ForecastMethod;
typedef enum {
FC_AUTO_OK = 1 << 0,
FC_DYNAMIC_OK = 1 << 1,
FC_ADDOBS_OK = 1 << 2,
FC_INTEGRATE_OK = 1 << 3,
FC_MEAN_OK = 1 << 4
} ForecastFlags;
struct _FITRESID {
int model_ID; /* ID of model on which forecast is based */
int asymp; /* 0/1 flag for asymptotic estimator */
int std; /* 0/1 flag for standardized residuals */
int model_t1; /* start of model estimation range */
int method; /* one of the ForecastMethod options */
double *actual; /* array of values of dependent variable */
double *fitted; /* array of fitted values */
double *resid; /* array of residuals */
double *sderr; /* array of forecast standard errors (or NULL) */
double sigma; /* standard error of regression */
double alpha; /* for confidence intervals */
int pmax; /* if positive, suggested number of decimal places
for use in printing */
int df; /* degrees of freedom for model */
int t0; /* start of pre-forecast data range */
int t1; /* start of forecast range */
int t2; /* end of forecast range */
int k; /* number of steps ahead (method = FC_KSTEP only) */
int nobs; /* length of the arrays actual, fitted, resid */
char depvar[VNAMELEN]; /* name of dependent variable */
};
void free_fit_resid (FITRESID *fr);
FITRESID *get_fit_resid (const MODEL *pmod, const DATASET *dset,
int *err);
FITRESID *get_forecast (MODEL *pmod, int t1, int t2, int pre_n,
DATASET *dset, gretlopt opt, int *err);
FITRESID *get_system_forecast (void *p, int ci, int i,
int t1, int t2, int pre_n,
DATASET *dset, gretlopt opt,
int *err);
int do_forecast (const char *str, DATASET *dset,
gretlopt opt, PRN *prn);
void forecast_options_for_model (MODEL *pmod, const DATASET *dset,
int *flags, int *dt2max, int *st2max);
gretl_matrix *get_forecast_matrix (int idx, int *err);
FITRESID *
rolling_OLS_k_step_fcast (MODEL *pmod, DATASET *dset,
int t1, int t2, int k, int pre_n,
int *err);
void fcast_get_continuous_range (const FITRESID *fr, int *pt1, int *pt2);
void forecast_matrix_cleanup (void);
#ifdef __cplusplus
}
#endif
#endif /* FORECAST_H */
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