Re: [Gretl-users] Forecasts of a restricted model

On Wed, 24 Aug 2016, Henrique Andrade wrote: > Dear Gretl Community, > > Does anyone know how to retrieve the forecasts of a restricted OLS > model? Please take a look at the following code: > > <code> > open australia.gdt > > "non restricted" <- ols E const PAU PUS > fcast non_restricted > > restrict > b[2] = 1 > end restrict > fcast restricted > </code> > > The series "non_restricted" and "restricted" are identical. That's because so far as gretl is concerned the original OLS is still the "last model", to which the fcast command refers. To change that, and make the restricted version take its place, add the --full option to the restrict command. restrict b[2] = 1 end restrict --full