[Gretl-users] Re: multi-step-ahead-forecasting

Hi, Below is an example for one-step ahead forecasting that I use the first 5 obs. for initial sample and then forecast one-step-ahead by rolling ahead. My question is that how should I change my code to get 5-step-ahead rolling forecast. Thanks, open denmark.gdt set verbose off series frcst = NA loop i=1..20 -q         #out-of-sample (20 observations)#     smpl 1+i 5+i        #initial sample (5 observations)#     ols LRM const LRY     fcast 6+i 6+i    #one-step-ahead-rolling-windows-forecasting#     frcst[6 + i] = $fcast endloop