Hi,
Can someone take a look to see how I can program in gretl to achieve below?
Below is what I wrote for one run. How to program it so that it can run in loop?
setobs 12 2000:01
smpl 2000:01 2005:12
ols y const x1 x2 x3
fcast 2006:01 2006:01 --out-of-sample
setobs 12 2000:02
smpl 2000:02 2006:01
ols y const x1 x2 x3
fcast 2006:02 2006:02 --out-of-sample
...
(Each time to move one month forward.)
Also how to store the series data generated in those runs in a way convenient for further
process?
Thank you for your help!
Regards,
Rebecca