SET IDENTITY_INSERT postgresql
You don't need set identity_insert
in Postgres.
Just insert the data into your table.
What you need to do however, is to re-sync the sequences that's behind your serial ("auto increment") column using the setval()
function:
select setval(pg_get_serial_sequence('my_table', 'my_serial_column'), (select max(my_serial_column) from my_table) );
If the column is not defined as a serial
but "only" has a default value taken from a sequence, you need to supply the sequence name "manually"
select setval('my_sequence_name', (select max(my_serial_column) from my_table) );
Edit
Here is an SQLFiddle example: http://sqlfiddle.com/#!15/690ea/1