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i think i solved it. does it look correct? here is the code if someone else should ever be interested. !h = 3 !outs = 2 %start ="2000m01" %end ="2009m12" series fcast for !i = 1 to !outs 'roll sample one step ahead, first one is unchanged smpl %start+!i-1 %end+!i-1 ' estimate the...

thanks for the quick answer! the last thing i want to do is a rolling window estimation !outs number of times and store the !h forecast for each window. my attempt !h = 3 !outs = 2 %start ="2000m01" %end ="2009m12" series fcast for !i = 1 to !outs smpl %start+!i-1 %end+!i-1 equat...

Hello, Im trying to estimate and forecast an ADL(1,1) model and get h-step ahead forecasts. in my example i want to use my sample and then estimte 12 months ahead my code: !h = 12 %start ="2000m01" %end ="2009m12" smpl %start %end equation adl_1.ls unrate c initial_claims(-1) unr...