[Gretl-users] problem with fcast --dynamic

Dear all, I've got a problem with fcast() using it within a bundle context. In the example script below, I want to set up a rolling (both sample start and sample end are moving forward at each iteration) forecast exercise. However, I obtain an issue with the "--dynamic" option. It is about the line "fcast ($t2+1) ($t2+b.k) --dynamic". You could even try "fcast --dynamic". Surprisingly, the rolling option works: "fcast ($t2+1) ($t2+b.k) b.k --rolling". I also set up an alternative function which doesn't make use of a bundle, and there it works fine (see the attached file please). Any ideas what's wrong here? Best, Artur <hansl> set verbose off function bundle setCV ( const series y "endogenous", const list xlist "List of exogenous", int R[2::] "Length of training set") bundle b matrix b.my = {y} matrix b.mx = xlist b.nx = nelem(xlist) b.R = R return b end function function void tscvrol (bundle *b) series y = b.my list xlist = b.mx list lall = y xlist smpl --no-missing lall scalar t1 = $t1 scalar n = nobs(y) scalar nsel = t1+(b.R-2) string st = obslabel(nsel) scalar nstep = (n-b.R-b.k+1) loop i=1..nstep -q # Trainig set string trainend = obslabel(obsnum(st)+$i) smpl t1 @trainend ols y xlist fcast ($t2+1) ($t2+b.k) --dynamic # doesn't work fcast ($t2+1) ($t2+b.k) b.k --rolling # works # Test set string teststart = obslabel(obsnum(trainend)+1) string testend = obslabel(obsnum(teststart) + b.k-1) smpl @teststart @testend endloop end function #--------- # EXAMPLE #--------- open denmark.gdt -q #------------------------ # Set up the base bundle #------------------------ series x = diff(LRY) list xlist = 0 x(-1 to -2) scalar R = 10 # length training set bundle b = setCV(x, xlist, R) # Conduct rolling foreecast scalar b.k = 1 # forecast horizon tscvrol(&b) </hansl>