On Mon, June 19, 2006 08:15, Daniel wrote:
Does anyone know if there is an easy way to do a rolling windows
estimation in Gretl and saving the predicted value?
I'm not sure what you mean. From what I understand, you want to save a series
in which the entry at time "t" is the prediction of y_t made at time (t-1),
no? In this case, you can use a loop; the thread starting from
may be of some use to you. Also check out the message that Ignacio sent a
couple of weeks later:
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"