Recursive Forecasts for MIDAS and Bridge Equations

[fsaunders]

Hello!
I would like your help. I am developing MIDAS models and Bridge Equations to predict Quarterly GDP with monthly and weekly data. My data starts from 2000Q1 until 2023Q1 (for all the frequencies). I would like to make recursive forecast for the period 2018Q1 - 2023Q1, but I have no idea how I can program them.

My models are the following:

MIDAS1:
equation u_midas.midas(fixedlag=08, midwgt=umidas) y c y(-1) @ monthly\x1(-1) monthly\x2(-1) monthly\x8(-1) weekly\x11(-1) weekly\x12 (-1)

MIDAS2:
equation gets_midas.midas(fixedlag=12, midwgt=autogets) y c y(-1) @isperiod("2008Q3") @isperiod("2020Q2") @isperiod("2021Q2") @ monthly\x1(-1) monthly\x2 (-1) monthly\x8(-1) weekly\x11(-1) weekly\x12(-1)

Bridge - Transfer Function:
equation bridge.ls y c ar(1) ma(1) sma(4) @isperiod("2008Q3") @isperiod("2020Q2") @isperiod("2021Q2") x1 x1(-1) x2 x3

Currently what I was doing was the following process:
Estimate the model for the sample 2000Q1 to 2017Q4, then forecast 2018Q1. Then estimate the model again for the 2000Q1 to 2018Q1 sample, then forecast 2018Q2, and so on... but I would like to know if there is a more efficient way to do this process.

I would appreciate any help! Thanks in advance

[EViews Gareth]

There's a program that does something very similar at the end of this blog post:
https://blog.eviews.com/2020/12/nowcast ... -gets.html

[fsaunders]

Thanks! It works so good!