Dear all,
I am playing around with the fcast command. I am wondering why I can't
provide the no. of steps-ahead by the scalar "k" in the example below.
This would be very helpful when writing functions.
See here:
<hansl>
set verbose off
open denmark.gdt -q
series gM = diff(LRM)
smpl full
ols gM 0 gM(-1) -q
# Works
fcast 1985:1 1987:3 1 --rolling
# Does not work
scalar k = 1
fcast 1985:1 1987:3 k --rolling
</hansl>
Best,
Artur