[Gretl-users] Re: rolling windows forecasting code

ohh, this time ok, I got it, Thank you very much I really appreciate for your help.  On Monday, May 18, 2020, 10:33:33 PM GMT+1, Sven Schreiber <svetosch(a)gmx.net&gt; wrote: Am 18.05.20 um 21:40 schrieb Burak Korkusuz: Yes, HARWEEK and HARMONTH variables refer to the past and they are already averaged weekly/monthly values. The thing is as a series I cannot pick up one-step-ahead forecasted values that is generated by re-estimated regressions. When I run, the codes generate a series has only 436th forecasted observation. The below codes give output as I would like to do (one-step-ahead rolling windows forecasting) but I cannot save a series those one-step-ahead forecasted values. <hansl> set verbose off loop i=1..100 -q     smpl 23+i 335+i     ols RV5_FTSE const RV5_FTSE(-1) HARWEEK HARMONTH     fcast 336+i 336+i endloop </hansl> Well you can always use the $fcast accessor to get the result of the last fcast command. So before the loop create a variable to be filled, e.g. like this: series pointforecast = NA And then directly after the fcast line but still inside the loop you insert something like: pointforecast[336 + i] = $fcast This should give you the wanted series of 1-step-ahead rolling forecasts. cheers sven _______________________________________________ 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/