At present im still not 100% sure how to produce 100% true forcasts using gretl. Ive been
testing using stock data from the sp500 and nasdaq stock index's
the code im using is close_spx is sp500 data close_ndx is nasdaq stock data
loop i=31..2231
smpl $i-30 $i-1
ols close_spx const time close_ndx
fcast $i $i
genr pclose_spx[$i] = $fcast
endloop
im sure there is an error in this code but cant figure it out
regards robert