options crt;
name doquart 'DO loop over time periods with Quarterly Data';
?
?  This is an example of using a DO loop with a Quarterly frequency
?  (for forecasting).  The data has been omitted.
?  The main trick is to use a time trend variable T (which runs
?  from 1 to TMAX) to SELECT the subperiods required.
?  Insert the largest SMPL used for estimation and forecasting below.
?  TSP 4.2B (May 1994)
?  Author: Clint Cummins 
?
freq q;
smpl 77:4 95:3;  ? maximum SMPL
copy @smpl smplmax;
trend t;  set tmax = @nob;
?
?  Insert the SMPL for forecasting below.
?  Then the variables TFORMIN and TFORMAX will control the DO loop.
?
smpl 94:1 95:3;  ? forecasting SMPL
copy @smpl smplfor;
fdltrans = 0;   ? initialize variables to full length
dltrans = 0;
ltrans = 0;
resfit = 0;
msd(noprint) t;
set tformin = @min;  set tformax = @max;
smpl smplmax;  ? reset to the maximum SMPL, so that all SELECTs will
               ? work relative to this.
resfit = res2;
?
DO tfor = tformin , tformax;
  ?
  ? error-correction model
  ?smpl 77:4 93:4;
  select t < tfor;   ? use data up to one period before forecast
  olsq dltrans d1navmr d3dukhp dltrans(-2) dltrans(-4) dunemp resfit(-1) dst;
  ? forecasting ltrans for 94:1;
  ?smpl 93:4 94:1;
  select (t = tfor-1) .or. (t = tfor);  ? forecast 2 periods
  forcst(print,static) fdltrans;
  ?smpl 94:1 94:1;
  select (t = tfor);  ? update variables in forecast period
  genr ltrans=ltrans(-1)+fdltrans;
  genr dltrans=ltrans-ltrans(-1);
  genr resfit=ltrans-ltransfit;
ENDDO;
smpl smplfor;  ? output results
?smpl 94:1 95:3;
write(file='trans2.wk1') ltrans ltransfit fdltrans resfit;
stop;
end;