Re: [Gretl-users] Forecasts of a restricted model
On Wed, 24 Aug 2016, Henrique Andrade wrote:
Dear Gretl Community,
Does anyone know how to retrieve the forecasts of a restricted OLS
model? Please take a look at the following code:
<code>
open australia.gdt
"non restricted" <- ols E const PAU PUS
fcast non_restricted
restrict
b[2] = 1
end restrict
fcast restricted
</code>
The series "non_restricted" and "restricted" are identical.
That's because so far as gretl is concerned the original OLS is
still the "last model", to which the fcast command refers. To change
that, and make the restricted version take its place, add the --full
option to the restrict command.
restrict
b[2] = 1
end restrict --full
Allin Cottrell