###
### Example 3: Denton, y and X are both matrices
### (data case 1 in section 9.3 of the Gretl User's Guide)
###

set verbose off
clear

open AWM18.gdt --quiet

# X is GDP
matrix X = {YER}
# y is consumption
matrix y = aggregate(PCR, $obsmajor, sum)[,3]

bundle opts = _(method="denton-pfd", aggtype="sum", plot=1)
series PCRhat = tdisagg(y, X, 4, opts)

# evaluate result
printf "Forecast evaluation statistics\n"
eval fcstats(PCR, PCRhat)