Re: [Gretl-users] Vintage Data and fcast command
On Wed, 23 Sep 2015, Francesco Raffaele P. wrote:
I'm trying with loop command, but i need a way to move on about
time like:
ols y y(-1 to -3) z w
*fcast 1990:01 1990:02 1*
ols y y(-1 to -3) z w
*fcast 1990:02 1990:03 1*
For the variable i'm using a list (list ylist = y1 y2 y3...) but i
cannot do that with time format data, how can i do?
You can refer to observations via a 1-based index, and moreover in the
"fcast" context you can give such indices by means of scalar
variables, as in
scalar ft1 = 40 # or whatever
scalar ft2 = 42
loop i=1..N
# estimate model
fcast ft1 ft2
ft1++
ft2++
endloop
Allin Cottrell