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 23 500

GARCH_11<=garch 1 1 ; return const -q

scalar T = $tmax
scalar t = $t2

loop while t<=T -q
     print GARCH_11 -o  

if t<T
         smpl +1 +1

endif
     t++
endloop