Am 14.09.2019 um 21:40 schrieb Burak Korkusuz: This type of question is asked every once in a while on this list, I guess we should add an example to the "cheat sheet" chapter in the guide or something like that. The general scripting pattern would go something like this: <hansl> series lhs = x list RHS = const x(-1) a b window = 500 smpl 1 window series foutput = NA loop while $t2 < $tmax # sample end within dataset range ols lhs RHS fcast $t2+1 $t2+1 # forecast 1 obs beyond end of sample foutput[$t2+1] = $fcast # store result smpl +1 +1 # roll the window endloop </hansl> If you also want to have a forecast beyond the dataset range (where you don't have a realization to compare it with) you would probably have to do 'dataset addobs 1' first, and then you could replace '$t2 < $tmax' with '$t2 <= $tmax'. hth sven