Re: [Gretl-users] OLS Forecasting

On Thu, 5 Feb 2009, Henrique wrote: > 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? Gretl will do that automatically for an ARIMA model, but not otherwise. But you have the cum() function to integrate a differenced series. open data9-7 diff 1 2 3 ols d_QNC 0 d_PRICE d_INCOME fcast 1989:1 1990:4 --quiet series fc = zeros($nobs-8,1) | (QNC[1988:4] + cum($fcast)) fc = zeromiss(fc) print QNC fc --byobs Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users