At present im still not 100% sure how to produce 100% true forcasts using gretl. Ive been testing using stock data from the sp500 and nasdaq stock index's the code im using is close_spx is sp500 data close_ndx is nasdaq stock data loop i=31..2231 smpl $i-30 $i-1 ols close_spx const time close_ndx fcast $i $i genr pclose_spx[$i] = $fcast endloop im sure there is an error in this code but cant figure it out regards robert