I am looking for a function to make out of sample predictions using
spautolm. The question has been asked before, two years ago, but with no
response: http://finzi.psych.upenn.edu/R/Rhelp02/archive/113162.html.
Certainly, someone must have needed one since?
Alternatively, does anyone have a reference or any hints wrt making such a
function? Is there perhaps some reason not to do it?
Thanks in advance,
Bjarke Christensen