matrix Fr_fcst={} loop i=1 .. cols(funds) smpl full series x=funds[,i] s=2 e=53 matrix r_fcst={} loop t=53..600 smpl s e #scalar ok_x = sum(ok(x)) if nobs(x) = 52 matrix beta={} loop k=1..nelem(q) scalar h=q[1,k] quantreg h x const VIXC(-1) --quiet matrix temp_beta=$coeff' matrix beta = beta | temp_beta endloop matrix x_temp ={1,VIXC[t]} scalar r_pred = p1*(x_temp*beta')' matrix r_fcst = r_fcst | r_pred else matrix r_fcst = r_fcst | -999 endif s=s+1 e=e+1 endloop matrix Fr_fcst = Fr_fcst ~ r_fcst endloop