From as400domino@yahoo.com Sat Feb 20 06:28:50 2010 From: Clive Hudson To: gretl-users@gretlml.univpm.it Subject: [Gretl-users] Generating TRUE forcast Date: Sat, 20 Feb 2010 03:28:48 -0800 Message-ID: <895883.98339.qm@web55502.mail.re4.yahoo.com> MIME-Version: 1.0 Content-Type: multipart/mixed; boundary="===============6721801432040170905==" --===============6721801432040170905== Content-Type: text/plain; charset="utf-8" Content-Transfer-Encoding: 7bit At present im still not 100% sure how to produce 100% true forcasts using gretl. Ive been testing using stock data from the sp500 and nasdaq stock index's the code im using is close_spx is sp500 data close_ndx is nasdaq stock data loop i=31..2231 smpl $i-30 $i-1 ols close_spx const time close_ndx fcast $i $i genr pclose_spx[$i] = $fcast endloop im sure there is an error in this code but cant figure it out regards robert --===============6721801432040170905==-- From cottrell@wfu.edu Sat Feb 20 14:25:15 2010 From: Allin Cottrell To: gretl-users@gretlml.univpm.it Subject: Re: [Gretl-users] Generating TRUE forcast Date: Sat, 20 Feb 2010 14:25:14 -0500 Message-ID: In-Reply-To: 895883.98339.qm@web55502.mail.re4.yahoo.com MIME-Version: 1.0 Content-Type: multipart/mixed; boundary="===============2327291791289785200==" --===============2327291791289785200== Content-Type: text/plain; charset="utf-8" Content-Transfer-Encoding: 7bit On Sat, 20 Feb 2010, Clive Hudson wrote: > At present im still not 100% sure how to produce 100% true forcasts using gretl. Ive been testing using stock data from the sp500 and nasdaq stock index's > the code im using is close_spx is sp500 data close_ndx is nasdaq stock data > > loop i=31..2231 > smpl $i-30 $i-1 > ols close_spx const time close_ndx > fcast $i $i > genr pclose_spx[$i] = $fcast > endloop Try: Allin Cottrell --===============2327291791289785200==--