Dear gretl users,
I trying to draw a specific fitted line into a scatter plot. However, I
can't figure out how the series called "fitted" in the example below
does appear as a straight line. The option --with-lines=fitted does not
solve the issue. Does anybody have a nice solution to this?
<hansl>
open denmark.gdt --quiet
series D = (diff(LRY)>0) # define dummy
series d_LRY = diff(LRY)
series DLRY = D*d_LRY # interaction term
series dM = diff(LRM)
ols dM 0 d_LRY DLRY # Threshold OLS
series fitted = $yhat
gnuplot dM fitted d_LRY --output=display \
{ set style line 1 lc rgb 'blue' pt 6 ; \
set style line 2 lc rgb 'red' pt 5 ; }
<\hansl>
Best,
Artur