Hi Sven

I was trying to simplify the query by omitting the i index for panel members as it was not germane to the querywhich was about the form the forecast equation takes.

I have figured it out and manually chrcked the gretl fitted values to confirm what has been done.. It would appear that the data are reintegrated to non differenced form with appropriate collection of terms and estimated coefficients .

If Gretl in general produced an estimation equation summary format (as per OLS) for time series models, it would be a useful additional output.

Thanks

Brian

On Sun, 16 Nov 2025, 18:18 Sven Schreiber, <sven.schreiber@fu-berlin.de> wrote:

Am 16.11.2025 um 11:19 schrieb Brian Revell:

Just to clarify my understanding of the generation of fitted values for levels of Yt

do the estimated coefficients transpose directly into the specified equation

Yt=a1 Yt-1+ b1Xt + d +ut (which begs the question of recovery of d )

or if the GUI difference estimator is the default estimator , are the fitted values derived through expansion of the differenced form of the equation with terms collected such that Yt=(1+a1)Yt-1.....etc.?..

Hi, it's not totally clear to me what the question is. The subject says dynamic panel, but the equation does not look like a panel model. For example, no unit/group index i. So please be more specific on what you have actually estimated, maybe also with some gretl output.

thanks

sven

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