Hi,I am trying to rolling windows forecasting with GARCH model. I have codes for that but it is not working. Does anyone know what is the issue? I have obs. 1-2409. smpl 23 500GARCH_11<=garch 1 1 ; return const -q scalar T = $tmax scalar t = $t2loop while t<=T -q print GARCH_11 -o if t<T smpl +1 +1endif t++ endloop
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