In the appendix of the book http://www.math.upenn.edu/~wilf/DownldGF.html, page 194, the author mentioned that in Mma 2.0 (very old. :P), there is the function which can get the generating functions directly from recurrence relationship, like the example given therein:
GeneratingFunction[{f[n+2]==f[n+1]+f[n], f[0]==0, f[1]==1},f[n],n,x]
But the same function does not seem to do the kind of job anymore in mma 7.0/8.0. Does anyone know how to get the equivalent function? many thanks.