[Gretl-users] Forecasts of a restricted model
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.
Best,
Henrique Andrade