/usr/share/gretl/scripts/ps6-5.inp is in gretl-common 2017d-3build1.
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1 2 3 4 5 6 7 8 9 10 11 12 | # PS6.5 for Example 6.4
open data6-3
genr C1 = Cons(-1)
# print C1 to see how it is stored internally
print Cons C1
# generate DY(t) - DY(t-1) using the diff function
genr DiffI = diff(DI)
# print DI and DiffI to see how they are stored internally
print DI DiffI
# note that ols starts in 1949 because C1 and DiffI are
# undefined for 1948
ols Cons 0 C1 DiffI
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