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@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users