[Gretl-users] Re: rolling windows codes

set verbose off? smpl full? scalar T=$tmax? scalar t=$t2? loop i=1..1073 -qEnter commands for loop.  Type 'endloop' to get out> ols RV5_SPX const RV5_SPX(-1) HARWEEK HARMONTH> smpl 23+i 335+i> genr s=$yhat> endloop I need to change red expression above (genr s=$yhat), which is wrong. Actually I am trying to save fitted values, so one-step-ahead out-of-sample forecasts of each regression. I feel I need to add a couple of codes to circulate every single regression but i am not sure.Thanks very much, On Saturday, February 8, 2020, 02:58:18 PM GMT, Burak Korkusuz <burakkorkusuz(a)yahoo.com&gt; wrote: Thanks very much Artur,This works fine, but do you know how to save one-step-ahead forecasted values as a series. I mean I need to add something between codes to save it. On Saturday, February 8, 2020, 02:35:22 PM GMT, Artur Tarassow <atecon(a)posteo.de&gt; wrote: Hi Burak, try the following code: <hansl> set verbose off open denmark.gdt -q smpl 1 40 scalar T = $tmax scalar t = $t2 scalar dT = T - t loop i=1..dT -q     ols IBO const IDE     smpl +1 +1 endloop print "Finished" </hansl> Artur Am 08.02.20 um 15:30 schrieb Burak Korkusuz: _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/