Re: [Gretl-users] rolling estimation
On Tue, 8 Jun 2010, benedetta.fortelli(a)studio.unibo.it wrote:
How can I do a rolling estimation in Gretl? There is a specific
command to do it?
Take a look at the --rolling option to the "fcast" command. If
that does not do what you want, you can use a loop construction
in a script, the basic idea being something like
open data9-7
smpl ; 1980:1
loop 20
ols QNC 0 INCOME
smpl ; +1
endloop
Allin Cottrell