[Gretl-users] Rolling forecasting

Hello everybody, I am finishing my thesis on volatility prediction and I would like to compare 1-step-ahead forecasts of various models. I tried to use the following code open D:\Thesis\VECM\all_data.gdt smpl full scalar DataLen = $nobs scalar WindowLen = 400 scalar FirstObs = 1 scalar LastObs = WindowLen matrix Forecasts = zeros( DataLen, 1) matrix StdErrors = zeros( DataLen, 1) matrix FCDest = zeros(DataLen, 1 ) matrix ErrDest = zeros(DataLen, 1 ) scalar FDestVal= 0 scalar EddDestVal= 0 loop ForecastPeriod = LastObs + 1..DataLen - 1 smpl FirstObs LastObs ols allRR allRR(-1) allRR(-2) allRR(-3) --robust --quiet fcast FDestVal FCDest[$ForecastPeriod,1] = FDestVal FirstObs = FirstObs + 1; LastObs = LastObs + 1; endloop but when trying to save FDestVal after fcasting I receive an error message. I previously tried to write fcast FCDest[$ForecastPeriod,1] but that didnt work either. Even though it must be really simple, Im kindof lost, so I will appreciate any hint. Best regards, Daniel