Hello, The predicted values are saved under yfcast when I use: fcast 1966/06/22 1966/08/31 yfcast. However, I cannot see them in the data set as I set the range to only the first 1000 observations while the forecast range is from 1001 to 1050. If I want to plot the predicted y's along with the actual y's and the unconditional mean, does it mean that I have to reset my data set range? I still can't figure out how to include the unconditional mean. Here's what I used: gnuplot y yfcast --time-series --output=display Thanks again, vivien From: vivienle(a)hotmail.com To: gretl-users(a)lists.wfu.edu Subject: Can the results of forecasts be saved? Date: Sun, 10 Oct 2010 18:15:44 +0000 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