[Gretl-devel] OLS Forecasting

On Thu, 5 Feb 2009, Henrique wrote (in user-list): I had estimated a OLS using first difference variables, but I would like to forecast the dependent variable in its level. I know that this is possible on EViews, where we can estimate a regression D(y) = a + b D(x) (where "D" states for the difference operator, "a" and "b" are parameters, and "y" and "x" are the variables) and obtain the predicted "y" values automatically. How can I do this on gretl?

On Thu, Feb 5, 2009 at 7:06 PM, Allin Cottrell <cottrell(a)wfu.edu&gt; wrote: Gretl will do that automatically for an ARIMA model, but not otherwise. But you have the cum() function to integrate a differenced series.