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