Hi,
When I run the code below for the CARR model, gives the error saying smpl bob ; and does
not generate forecasts.I could not understand why that s happening. Though, when I change
fixed window with increasing window; i.e. the line "smpl 1+i 1000+i" with
"smpl 1 1000+i" it does work.Does anyone have know why that s happening?thanks,
include carr.gfnopen
http://ricardo.ecn.wfu.edu/pub/gretldata/2005-CARR.gdt
# --- estimate and forecast ECARR(1,1)set verbose offseries pointforecast = NAloop
i=1..100 -q smpl 1+i 1000+icarr(R,1,1,null,1)fcast 1001+i 1001+ipointforecast[1001+i] =
$fcast endloop
error in new starting obs*** error in function carr, line 187> smpl bob ;>>
carr(R,1,1,null,1)