[Gretl-devel] levels forecast of log model

Hi all, this is the announced follow-up post about the message on the users list regarding transforming log predictions to levels. Perhaps it might be an idea to have a little function package that offers this in the context of an estimated single-equation model. As an example, take the following estimate and the calculations that only depend on the $model bundle that should be available for a function package inside the model window: <hansl> open banks91.gdt # not only for time series series lout = log(Q1) list lprices = log(deflist(P1,P2,P3)) ols lout const lprices # post-model calculations scalar s = $model.sigma series lyhat = $model.yhat string lyname = varname($model.ylist) modtest --normality --quiet if $pvalue < 0.10     print "Warning: normality assumption is dubious" endif series exp_@lyname = exp(lyhat) + exp(s^2) # would have to be the return value </hansl> cheers sven