*
* GraphForecast.RPF
* RATS Version 8, Introduction, Example from Section 4.15.
*
cal(m) 1960:1
open data oecdsample.rat
data(format=rats) 1960:1 2006:12 jpniptotrs
*
* Use ESMOOTH with automatically selected model to forecast 24 periods
* out of sample. Add the final actual to the period before the forecasts
* start and put a grid line at the last actual data point.
*
esmooth(trend=select,seasonal=select,forecast=jpnfore,steps=24) jpniptotrs
set jpnfore 2006:12 2006:12 = jpniptotrs
graph(header="Forecasts of Japanese IP",grid=t==2006:12) 2
# jpniptotrs 2004:1  2006:12
# jpnfore    2006:12 2008:12