*
* SPECFORE.PRG
* Example from User's Guide section 9.4
*
open data haversample.rat
calendar(m) 1960
data(format=rats) 1960:1 2007:4 fcm5
*
* Compute a forecast for the last 16 months of actual data
*
@specfore(diffs=1) fcm5 2006:1 2007:4 insample
*
* Graph the forecasts and actuals:
*
graph(key=below,header="Interest Rate Forecast") 2
# fcm5     2006:1 2007:4
# insample 2006:1 2007:4
*
* Compute an 20-month out-of-sample forecast and graph the results:
*
@specfore(diffs=1) fcm5 2007:5 2008:12 outofsample
graph(key=below,header="Interest Rate Forecast") 2
# fcm5 2006:1 2007:4
# outofsample