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> 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:
Hi,
I am trying to do rolling windows regression. Does something wrong in
my codes? because this does not work and I feel I have something missing.
set verbose off
smpl 23 335
series y = ols RV5_SPX const RV5_SPX(-1) HARWEEK HARMONTH --quiet
scalar T = $tmax
scalar t = $t2
loop while t<=T -q
if t<T
smpl +1 +1
print y -o
endif
t++
endloop
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