[Gretl-users] rolling estimation

Dear All, I am trying to write script for running OLS and then plotting the coefficients # Define your sample and dataset open capm.gdt # Replace with your dataset file # Define the rolling window size scalar window_size = 50 # Set the size of the rolling window (e.g., 60 periods) # Define the variable names series y = ERFORD # Replace with your dependent variable series x = ERSANDP # Replace with your independent variable # Initialize series to store rolling estimates series coef_x = NA # Stores coefficient for x series intercept = NA # Stores intercept (constant term) # Run rolling regression loop i = window_size .. $nobs # Loop from the end of the initial window to the last observation scalar start = i - window_size + 1 # Calculate the starting point of the window sample start i # Set the sample range for the current rolling window ols y const x # Run OLS on the defined sample # Store results coef_x[i] = $coeff(x) # Store the coefficient for x intercept[i] = $coeff(const) # Store the intercept (constant term) endloop # Reset the sample to full range after the loop sample 1 $nobs # Reset to full sample # Plot results or save as desired gnuplot coef_x intercept --with-lines --time-series I am getting this: # Define the rolling window size ? scalar window_size = 50 # Set the size of the rolling window (e.g., 60 \ periods) Generated scalar window_size = 50 # Define the variable names ? series y = ERFORD # Replace with your dependent variable Generated series y (ID 17) ? series x = ERSANDP # Replace with your independent variable Generated series x (ID 18) # Initialize series to store rolling estimates ? series coef_x = NA # Stores coefficient for x Generated series coef_x (ID 19) ? series intercept = NA # Stores intercept (constant term) Generated series intercept (ID 20) # Run rolling regression ? loop i = window_size .. $nobs # Loop from the end of the initial window to \ the last observation \ window Parse error at unexpected token 'sample' regards Theo