On Tue, 9 Apr 2013, aymen kaabi wrote: > but i use the library i used get_forecast function but no idea how can i > extract the predicted values
OK, the definition of the FITRESID struct (a pointer to which is returned by get_forecast()) was not showing up in the API docs. That is now fixed at http://gretl.sourceforge.net/API/new/gretl/gretl-forecast.html Note that the nobs member of FITRESID (i.e. the length of the arrays actual, fitted and so on) will typically be the entire length of the dataset, for ease of transcription to series form. However, depending on the forecast parameters these arrays may contain a lot of NAs. The relevant range of the arrays is from t1 to t2 (as recorded in the FITRESID). Allin Cottrell