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Hi,I am trying to rolling windows forecasting with GARCH model. I have codes for that but
it is not working. Does anyone know what is the issue? I have obs. 1-2409.
smpl 23 500GARCH_11<=garch 1 1 ; return const -q
scalar T = $tmax
scalar t = $t2loop while t<=T -q
print GARCH_11 -o if t<T
smpl +1 +1endif
t++
endloop
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Am 27.09.2019 um 08:53 schrieb Burak Korkusuz:
Hi,
I am trying to rolling windows forecasting with GARCH model. I have
codes for that but it is not working. Does anyone know what is the
issue? I have obs. 1-2409.
smpl 23 500
GARCH_11<=garch 1 1 ; return const -q
If this line is supposed to do assignment to a named model it should be
"<-" instead of "<=".
cheers
sven
1936
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1936
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