Gretl doesn't forecast for test data

Question

I have train data file in Gretl and then I append test data file in which the SalePrice data is missing so I want to predict the SalePrice for these rows but annoyingly if I add log for one of the variables (exists in both files without missing values, only a few 0s) then forecast doesnt predict any values for the second file. If I try the that log variable , then is no problem. Do you have any idea why that? I tried also from command line using fcast command to new variable but didnt help out.

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Answer 1

It would be better if we can see your dataset to get a better understanding of the matter. But there's some possibilities that I can think now:

1. Missing values on your regressors;
2. You are using lagged SalePrice and applying the log in the subsample and because of that the future values are not available.

Could you run that code and share the output?

eval lastobs(YearRemodAdd)
eval lastobs(KitchenAbvGr)
eval lastobs(GarageCars)
eval lastobs(Fireplaces)
eval lastobs(l_GrLivArea)
eval lastobs(YearBuiltSQ2)
eval lastobs(l_TotalBsmtSF)

smpl full

eval lastobs(YearRemodAdd)
eval lastobs(KitchenAbvGr)
eval lastobs(GarageCars)
eval lastobs(Fireplaces)
eval lastobs(l_GrLivArea)
eval lastobs(YearBuiltSQ2)
eval lastobs(l_TotalBsmtSF)

fcast phat1