rolling estimation - Gretl-users - gretlml.univpm.it

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rolling estimation

Export data & Decimal point : the...

troubles with shared libraries...

benedetta.fortelli＠studio.unibo.it

Tuesday, 8 June 2010 Tue, 8 Jun '10

3:33 p.m.

How can I do a rolling estimation in Gretl? There is a specific command to do it? Thanks

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Allin Cottrell

Wednesday, 9 June Wed, 9 Jun

12:16 p.m.

On Tue, 8 Jun 2010, benedetta.fortelli(a)studio.unibo.it wrote:

How can I do a rolling estimation in Gretl? There is a specific command to do it?

Take a look at the --rolling option to the "fcast" command. If that does not do what you want, you can use a loop construction in a script, the basic idea being something like open data9-7 smpl ; 1980:1 loop 20 ols QNC 0 INCOME smpl ; +1 endloop Allin Cottrell

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Allin Cottrell
benedetta.fortelli＠studio.unibo.it