Hello,
 
The predicted values are saved under yfcast when I use:  fcast 1966/06/22 1966/08/31 yfcast.
However, I cannot see them in the data set as I set the range to only the first 1000 observations while the forecast range is from 1001 to 1050.
 
If I want to plot the predicted y's along with the actual y's and the unconditional mean, does it mean that I have to reset my data set range?  I still can't figure out how to include the unconditional mean.
Here's what I used:  gnuplot y yfcast --time-series --output=display
 
Thanks again,
vivien

---

From: vivienle@hotmail.com
To: gretl-users@lists.wfu.edu
Subject: Can the results of forecasts be saved?
Date: Sun, 10 Oct 2010 18:15:44 +0000

Hello,
 
I'm new to gretl.  So please bear with me.
 
I ran an ARIMA (2,1) model and then did an out-of-sample forecast.  Original sample is set to use the first 1000 observations and the forecast is on observations 1001 to 1050.  I want to save the predicted y values and then plot it along with the actual and fitted values and the unconditional mean.  I can't seem to find any command to save the predicted values.  Even if I can add the predicted values to the data set, I'm not sure how to include the unconditional mean on the graph.
 
Thank you in advance for your help,
vivien