Dear gretl users,
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?
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge