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Thanks a lot for this advice! Actually, I could solve the problem by iteratively adjusting the forecast sample period.

Possibly it is. But how can I perform a dynamic forecast without using state space equations (since I am not familiar with it)? If I apply the forecast command there is no option to chose a value for n. Hence, I just perform a one-step ahead forecast before including the next observation, reestimati...

Good evening everybody, I have got a problem regarding n-step ahead out-of-sample-forecasting. I would like to perform a (static) n-step ahead forecast without including actuals . Hence, the n-th step value should be derived by using the previously (n-1) forecasted values (no actual values) and so f...