Em 2009/11/1 Remigijus Lapinskas <remigijus.lapinskas(a)mif.vu.lt> escreveu:
I am new to gretl.
Welcome!
I would be very grateful to someone who could explain
me how to predict a VAR model...
After the estimation go to menu and select ANALYSIS -> FORECAST then select
the forecast range. If you prefer you could do this using the Gretl console,
in that case you can use something like that:
var 1 aa bb cc
fcast 2009:1 2012:2 aa_hat /*See page 17 of Gretl Command Reference for
further details and options*/
And also, how to plot the forecast.
Gretl plots the graph automatically. But if you want to make this using
Gretl terminal, you can do this:
gnuplot aa aa_hat --with-lines --time-series
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge