Hi,
I have data from 7/1/2016 (1st July 2016) to 9/1/2020 (1st Sept 2020). I want to set the in-sample and out-sample periods as follows:
IS: 7/1/2016 to 12/31/2016 (6 months)
OOS: 1/1/2017 to 12/31/2017 (1 year)
IS: 1/1/2017 to 12/31/2017 (1 year)
OOS: 1/1/2018 to 12/31/2018 (1 year)
IS: 1/1/2018 to 12/31/2018 (1 year)
OOS: 1/1/2019 to 12/31/2019 (1 year)
IS: 1/1/2019 to 12/31/2019 (1 year)
OOS: 1/1/2020 to 12/31/2020 (1 year)
Since data is not available for the full year of 2016, I want to use only half year for the in-sample but for the rest of the years I want it to use the full year for in-sample.
I can't figure out a way to do this on Amibroker. It does not seem to be possible using Advanced WFO mode either.
Please can anyone (@Tomasz or anyone who knows) tell me how to do the same.
Thank you!