[Gretl-users] rolling windows codes
Hi,I am trying to do rolling windows regression. Does something wrong in my codes? because
this does not work and I feel I have something missing.
set verbose offsmpl 23 335series y = ols RV5_SPX const RV5_SPX(-1) HARWEEK HARMONTH
--quietscalar T = $tmax scalar t = $t2loop while t<=T -qif t<T smpl +1 +1 print y
-oendift++endloop
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