Re: [Gretl-users] Vintage Data and fcast command

Am 22.09.2015 um 16:22 schrieb Francesco Raffaele P.: > My model is a blue, it's a simple OLS regression like Y: X Z W > > X Z W are standard data (latest aviable) but Y variable uses realtime data. aha, ok. > > So there's a way i can run fcast --rolling command with dependent > variable changing at every new step. To be honest, I wasn't really aware of the "--rolling" option of fcast. (Reading its doc ["fixed starting point"] I would say it's a bit of a misnomer, because rolling is typically meant to be fixed sample-length, while with a fixed starting point perhaps "sequential" is a more common term. But that's a different issue.) So, no, you cannot do that with fcast. Perhaps in the longer term "fcast --rolling" should also get this additional feature to work on realtime data, but it's not trivial in terms of the syntax. As I indicated, I still think you have to write your own loop, and at each step re-define your Y variable accordingly. Then do fcast without any special option. cheers, sven _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users