[Gretl-users] garch rolling windows forecasting
Hi,I am trying to rolling windows forecasting with GARCH model. I have codes for that but
it is not working. Does anyone know what is the issue? I have obs. 1-2409.
smpl 23 500GARCH_11<=garch 1 1 ; return const -q
scalar T = $tmax
scalar t = $t2loop while t<=T -q
print GARCH_11 -o if t<T
smpl +1 +1endif
t++
endloop
Attachments:
- attachment.htm (text/html — 4.9 KB)