[Gretl-users] Re: rolling windows codes
Am 08.02.2020 um 15:58 schrieb Burak Korkusuz:
This works fine, but do you know how to save one-step-ahead
forecasted
values as a series. I mean I need to add something between codes to save it.
Am 08.02.20 um 15:30 schrieb Burak Korkusuz:
> 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.
I answered a very similar question of yours in September. If that didn't
solve your problem, it would be better to refer to it and build on that,
instead of re-starting.
Apart from that, if you post code involving data series, then please
provide a working example with a workfile which is either automatically
available within gretl (like Artur did) or if it is not too big you can
attach it.
> set verbose off
> smpl 23 335
> series y = ols RV5_SPX const RV5_SPX(-1) HARWEEK HARMONTH --quiet
This cannot work; 'ols' is a command which has to have its own line.
cheers
sven