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A bit late, but still: thanks for the help, stom did the trick!

Thanks for your response Glenn. Unfortunately, that doesn't seem to be the only problem as I still just get NAs in my matrix. I tried to narrow it down, so I put @last in the argument for the observation. tmp_yhat gets overwritten every time through the loop, so I expected the matrix to be filled wi...

Hi, I need to do a rolling forecast for various forecasting horizons (1,4 and 20 quarters). My approach is to make a for loop and then extract the respective observations from the dynamic forecast series. I need to do some manipulation with that data afterwards, which I think will be easier to do in...