[Gretl-users] VAR model and forecast

Hi, I have two questions about the parameters of the VAR models. Let us (X,Y) a bivariate time series and consider a VAR(1). I use system method=sur equation X const X(-1) Y(-1) equation Y const X(-1) Y(-1) end system I have two questions. The first: can I save the parameter of X(-1) of the first equation? I should use it in a bootstrap procedure. The second: I'd like forecast the variables X, so I have used the fcast --out-of-sample --static X Can I save this forecasts in a new variable? Thanks. Best regards. Alessandro