Hi, I am trying to write rolling windows forecasting code in gretl. I am using simple OLS method to estimate model. First model estimation [smpl 23-500] and then one-step-ahead forecast [501], Second model estimation [smpl 24-501] and then one-step-ahead forecast [502],..last model est. [smpl 1023-1523] '' [1524]. how can i do this loop command i did try something like in the below but does not work. ? set verbose off? smpl 23 500? loop i=1..100 -qEnter commands for loop. Type 'endloop' to get out> ols RV5_FTSE const RV5_FTSE(-1) HARWEEK HARMONTH -q> fcast --out-of-sample--rolling > smpl 23+i 500+i> endloopSyntax error>> fcast --out-of-sample--rolling? Can anyone help me about writing this code? I am struggling about that but I do not know how to obtain one-step-ahead rolling windows forecasted values. It exists for recursive windows forecasting in the dropdown menu but rolling one does not exist. Thanks very much,
_______________________________________________ Gretl-users mailing list -- [email protected] To unsubscribe send an email to [email protected] Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
