I am trying to rub a back testing for the follwing equation:
Code: Select all
equation cpi.ls log(cpic000/cpic000(-12)) log(mb30(-16)/mb30(-28)) log(lbwnm0000(-9)/lbwnm0000(-21)) log(p_faofoodi(-3)/p_faofoodi(-15)) log(mb30(-6)/mb30(-18))*log(lbwnm0000(-3)/lbwnm0000(-15))*log(p_faofoodi(-3)/p_faofoodi(-15))*log(p_brent/p_brent(-12))*log(cr_stock_total(-24)/cr_stock_total(-36)) log(p_kztusd/p_kztusd(-12)) c
Code: Select all
%sampstart = "2008m12" 'start period of the back testing
for !i=1 to 50 step 1 'repeat the analysis ending 97 periods ahead
smpl @first {%sampstart}+!i
Thank you!
