Out of sample prediction with .PREDICT

[kurhess]

Expectation-Prediction Evaluation for Binary Specification (prediction table)

I try to program an out of sample Expectation-Prediction Evaluation for Binary Specification
using .predict. I do not see any way to use this with an out of sample forecast, i.e. I want to test how accurate a model calibrated in the past will predict the outcomes in subsequent periods.

I can forecast using .fit and .forecast which generates the forecast series but I then have to analyse these data myself (e.g. in Excel).

K Hess, Uni Waikato