[Gretl-users] VAR

Henrique henrique.coelho at gmail.com
Sun Nov 1 14:38:41 EST 2009

Em 2009/11/1 Remigijus Lapinskas <remigijus.lapinskas at mif.vu.lt> escreveu:

> I am new to gretl.


> I would be very grateful to someone who could explain
> me how to predict a VAR model...

After the estimation go to menu and select ANALYSIS -> FORECAST then select
the forecast range. If you prefer you could do this using the Gretl console,
in that case you can use something like that:

var 1 aa bb cc
fcast 2009:1 2012:2 aa_hat /*See page 17 of Gretl Command Reference for
further details and options*/

And also, how to plot the forecast.

Gretl plots the graph automatically. But if you want to make this using
Gretl terminal, you can do this:

gnuplot aa aa_hat --with-lines --time-series

Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
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