Hi, simple script: <hansl> open greene11_3.gdt # OLS block ols C 0 Y fcast ols1 fcast ols2 fcast ols3 # NLS block genr a = 1.0 genr b = 1.0 nls C = a + b * Y params a b end nls fcast nls1 fcast nls2 fcast nls3 </hansl> All 3 forecast generated by OLS (olsX) are the same while forecast generated by NLS (nlsX) are different. Moreover, olsX = nls1 (always, no matter the number of forecast is). Regards, Marcin -- Marcin Błażejowski http://www.wrzosy.nsb.pl/~marcin/ GG# 203127