AR

series y=y300

'define loop

for !i=0 to 60
smpl @first @first+126+!i
ls y c y(-1)
' AR forecast 1 month
smpl @first+126+!i @first+126+!i
series yf1=c(1)+c(2)*y

next

'6 month head

for !k=0 to 55

smpl @first @first+126+!k

ls y c y(-1)
' AR forecast
smpl @first+126+!k @first+126+!k
genr a1=c(2)
genr a2=c(2)^2
genr a3=c(2)^3
genr a4=c(2)^4
genr a5=c(2)^5
genr a6=c(2)^6

series yf6=((1+a1+a2+a3+a4+a5)*c(1))+(a6*y)
'series yf6=(1+c(2)+@pow(c(2),2)+@pow(c(2),3)+@pow(c(2),4)+@pow(c(2),5))*c(1))+@pow(c(2),6)*y
next

for !j=0 to 49

'smpl 1996m1 2013m12

smpl @first @first+126+!j
ls y c y(-1)
' AR forecast
smpl @first+126+!j @first+126+!j
genr b1=c(2)
genr b2=c(2)^2
genr b3=c(2)^3
genr b4=c(2)^4
genr b5=c(2)^5
genr b6=c(2)^6

genr b7=c(2)^7
genr b8=c(2)^8
genr b9=c(2)^9
genr b10=c(2)^10
genr b11=c(2)^11
genr b12=c(2)^12

series yf12=((1+b1+b2+b3+b4+b5+b6+b7+b8+b9+b10+b11)*c(1))+(b12)*y

next
smpl @all
series e1= y-yf1(-1)
series e6=y-yf6(-6)
series e12=y-yf12(-12)