I'm trying to estimate the parameters for an ARMA model and then forecast the next value. I've linked the library (libgretl-1.0) to my program and am able to create datasets and estimate the ARMA model. I'm however unable to use the forecast code.

I've noticed that forecast.h is not included in libgretl.h, which seems strange. So I manually added forecast.h to my program. I now get undefined references to all the functions in forecast.h. So I assume the forecast functionality is not part of the libgretl-1.0 library. Which library should I link to, to make use of this functionality? I've tried linking all the libs in /usr/lib/gretl-gtk2, but that didn't help either.

Any help would be appreciated