Just to clarify my understanding of the generation of fitted values for levels of Yt do the estimated coefficients transpose directly into the specified equation
Yt=a1 Yt-1+ b1Xt + d +ut (which begs the question of recovery of d ) or if the GUI difference estimator is the default estimator , are the fitted values derived through expansion of the differenced form of the equation with terms collected such that Yt=(1+a1)Yt-1.....etc.?.. *Brian Revell*
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