Em 2009/11/1 Remigijus Lapinskas <remigijus.lapinskas@mif.vu.lt> escreveu:
I am new to gretl.

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

Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul