Forecast in ARIMA

[lalaland]

I try to forecast after I estimate ARIMA(1,1,0) model. I want to forecast VN-index and after checking stationary, I use first difference to estimate. But when I forecast, it's just a staright horizontal line, I am very confused. I guest I do something wrong but I do not realize it! I use command Ls dclose c ar(1) to estimate, and I click on estimate and it shows me a straight line.
In my file "dclose" is first difference of "close"! Please help me with that! I use Eviews 8.1 demo

[trubador]

That is probably because you have run the default "Dynamic forecasting" method and did an in-sample forecast. You should select "Static forecasting" for in-sample fit. As for the out-of-sample forecasting, you need to extend the range of your workfile and adjust the sample to cover the forecast period. Online tutorial of EViews on forecasting might be useful for this purpose: http://www.eviews.com/Learning/forecasting.html