From as400domino@yahoo.com Sat Feb 20 06:28:50 2010
From: Clive Hudson <as400domino@yahoo.com>
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>
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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


      

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From cottrell@wfu.edu Sat Feb 20 14:25:15 2010
From: Allin Cottrell <cottrell@wfu.edu>
To: gretl-users@gretlml.univpm.it
Subject: Re: [Gretl-users] Generating TRUE forcast
Date: Sat, 20 Feb 2010 14:25:14 -0500
Message-ID: <Pine.A41.4.58.1002201415510.2961628@f1n11.sp2net.wfu.edu>
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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:

<script>
smpl 1 30
loop i=31..2231 --quiet
  ols close_spx const time close_ndx --quiet
  fcast i i --quiet
  pclose_spx[i] = $fcast
  smpl +1 +1
endloop

smpl --full
print close_spx pclose_spx -o
</script>

Allin Cottrell


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