\name{UniGASRoll}
\alias{UniGASRoll}
\title{
	Rolling forecast with univariate GAS models
}
\description{
One-step ahead rolling forecasts with model re-estimation. The function also
reports several quantity for backtesting for point and density forecasts.
}
\usage{
UniGASRoll(data, GASSpec, ForecastLength = 500, Nstart = NULL,
           RefitEvery = 23, RefitWindow = c("moving", "recursive"),
           cluster = NULL, Compute.SE = FALSE, \ldots)
}
\arguments{
\item{data}{\code{numeric} vector containing the time series of observations.}
%
\item{GASSpec}{An object of the class \link{uGASSpec} created using the function \link{UniGASSpec}.}
%
\item{ForecastLength}{\code{numeric} Length of the out-of-sample.}
\item{Nstart}{ \code{numeric} Period when perform the first forecast. Ignored if \code{ForecastLength} is supplied.}
\item{RefitEvery}{ \code{numeric} Number of periods before model coefficients re-estimation.}
\item{RefitWindow}{ \code{character} Type of window. If \code{RefitWindow = "recursive"}
all the observations are used when the model is re-estimated. If \code{RefitWindow = "moving"} old observations are eliminated.}
\item{cluster}{ A \code{cluster} object created calling using the \code{paralell} package.
If supplied parallel processing is used to speed up the computations.}
%
\item{Compute.SE}{\code{logical}. Should asymptotic Standard Errors be computed? By default \code{Compute.SE = FALSE}}
%
\item{\ldots}{ Additional arguments for \link{UniGASFit}}
%
}
\value{
An object of the class \link{uGASRoll}.
}
\author{Leopoldo Catania}
\examples{
# Specify an univariate GAS model with Student-t
# conditional distribution and time-varying location, scale and shape parameter

# Inflation Forecast

data("cpichg")
help(cpichg)

GASSpec = UniGASSpec(Dist = "std", ScalingType = "Identity",
                     GASPar = list(location = TRUE, scale = TRUE, shape = FALSE))

# Perform 1-step ahead rolling forecast with refit
library("parallel")

Roll = UniGASRoll(cpichg, GASSpec, ForecastLength = 50,
                  RefitEvery = 12, RefitWindow = c("moving"))


Roll
}