Hi,

When I run the code below for the CARR model, gives the error saying smpl bob ; and does not generate forecasts.

I could not understand why that s happening. 

Though, when I change fixed window with increasing window; i.e. the line "smpl 1+i 1000+i" with "smpl 1 1000+i" it does work.

Does anyone have know why that s happening?

thanks,

include carr.gfn

open http://ricardo.ecn.wfu.edu/pub/gretldata/2005-CARR.gdt

# --- estimate and forecast ECARR(1,1)

set verbose off

series pointforecast = NA

loop i=1..100 -q

    smpl 1+i 1000+i

carr(R,1,1,null,1)

fcast 1001+i 1001+i

pointforecast[1001+i] = $fcast 

endloop

error in new starting obs

*** error in function carr, line 187

> smpl bob ;

>> carr(R,1,1,null,1)