On Mon, June 19, 2006 08:15, Daniel wrote: I'm not sure what you mean. From what I understand, you want to save a series in which the entry at time "t" is the prediction of y_t made at time (t-1), no? In this case, you can use a loop; the thread starting from http://ricardo.ecn.wfu.edu/pipermail/gretl-users/2006-February/000563.html may be of some use to you. Also check out the message that Ignacio sent a couple of weeks later: http://ricardo.ecn.wfu.edu/pipermail/gretl-users/2006-March/000663.html HTH, Riccardo "Jack" Lucchetti Dipartimento di Economia Facoltà di Economia "G. Fuà" Ancona