set verbose off? smpl full? scalar T=$tmax? scalar t=$t2? loop i=1..1073
-qEnter commands for loop. Type 'endloop' to get out> ols RV5_SPX const
RV5_SPX(-1) HARWEEK HARMONTH> smpl 23+i 335+i> genr s=$yhat> endloop
I need to change red expression above (genr s=$yhat), which is wrong. Actually
I am trying to save fitted values, so one-step-ahead out-of-sample forecasts of
each regression. I feel I need to add a couple of codes to circulate every
single regression but i am not sure.Thanks very much, On Saturday, February
8, 2020, 02:58:18 PM GMT, Burak Korkusuz <burakkorku...@yahoo.com> wrote:
Thanks very much Artur,This works fine, but do you know how to save
one-step-ahead forecasted values as a series. I mean I need to add something
between codes to save it.
On Saturday, February 8, 2020, 02:35:22 PM GMT, Artur Tarassow
<ate...@posteo.de> wrote:
Hi Burak,
try the following code:
<hansl>
set verbose off
open denmark.gdt -q
smpl 1 40
scalar T = $tmax
scalar t = $t2
scalar dT = T - t
loop i=1..dT -q
ols IBO const IDE
smpl +1 +1
endloop
print "Finished"
</hansl>
Artur
Am 08.02.20 um 15:30 schrieb Burak Korkusuz:
> Hi,
> I am trying to do rolling windows regression. Does something wrong in
> my codes? because this does not work and I feel I have something missing.
>
> set verbose off
> smpl 23 335
> series y = ols RV5_SPX const RV5_SPX(-1) HARWEEK HARMONTH --quiet
> scalar T = $tmax
> scalar t = $t2
> loop while t<=T -q
> if t<T
> smpl +1 +1
> print y -o
> endif
> t++
> endloop
>
>
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