[Gretl-devel] ARMA Interpolation

Hi, I'm not sure if this is possible in gretl. I want to interpolate a gap of samples with ARMA by using the value to the left and right of the gap. If I have data like this: Time lag: 1 2 3 4 5 6 7 8 9 10 11 Values: 0 0.1 0.2 0.3 * * * 0.3 0.2 0.1 0 The values marked with a star are the gap I want to interpolate (at lag 5, 6 and 7: the values should be something like 0.4, 0.5, 0.4 after interpolation). How would you go about creating a gretl DATASET with these values? And will the get_forecast function work on "predicting" the interpolated samples? I've always used ARMA for out-of-sample forecasts, but never for interpolation, so I'm not sure if this is possible. Regards Chris