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