Use either circular or double-pointed needles to avoid having to cut threads.

To begin, loosely cast on (long tail over 2 needles) a multiple of 4 stitches with
MC using circular or double-pointed needles. Do not turn work.
Prep Row RS CC (forms purl columns in CC on RS): Slide work to other tip of
needle and attach CC, wyif, *sl2yof, p2; rep from *. Turn work.
Row 1 WS MC (forms purl columns in MC): With MC, wyif, *sl2yof, brp2; rep
from *. Do not turn work.
Row 1 WS CC (forms knit columns in CC): Slide work to other tip of needle
where CC is hanging. With CC, *brk2, yf sl2yo; rep from *. Turn work.
Row 2 RS MC (forms knit columns in MC): maintain the CC yo of last worked st
by holding it under left needle to the back, With MC, *brk2, yf sl2yo; rep from *.
Do not turn work.
Row 2 RS CC (forms purl columns in CC): Slide work to other tip of needle
where CC is hanging. With CC, wyif, *sl2yof, brp2; rep from *. Be sure and
maintain the yo of the last stitchso that you end with a brp. Turn work.
Repeat Rows 1 and 2 RS and WS.

Use either circular or double-pointed needles to avoid having to cut threads.

You need to work a selvedge stitch in order to catch yarns at the edges. You
might notice that “- Color shift -” has been written into the instructions. This is
a warning that you will shift the colors by working either two color A rows right
after one another or a color B and C row right after one another. As you can see
in the photo, two brown rows (color A) sit on top of one another, then one yellow
followed by one blue row.

My colors: color A = brown, color B = yellow and color C = turquoise

To begin, loosely cast on (long tail over 2 needles) a multiple of 4 stitches + 2
(selvedge stitches) with color A using circular or double-pointed needles.
Prep Row WS color B: p1, *p2, sl2yof; rep from *, end with p1. Do not turn work.
Row 1 WS color A: Slide work to other tip of needle, k1, *sl2yof, brp2; rep from *,
end with k1. Turn work.
Row 2 RS color C: k1, *yf sl2yo, brk2; rep from *, end with k1. Do not turn work.
- Color shift -
Row 3 RS color B: Slide work to other tip of needle, p1, *brk2, yf sl2yo; rep from *,
end with p1. Do not turn work.
Row 4 RS color A: Slide work to other tip of needle, k1, *yf sl2yo, brk2; rep from *,
end with k1. Turn work.
Row 5 WS color C: k1, yf, *sl2yof, brp2; rep from *, end with k1. Do not turn work.
Row 6 WS color A: Slide work to other tip of needle, p1, *brp2, sl2yof; rep from *,
end with p1. Turn work.
- Color shift -
Row 7 RS color A: p1, *brk2, yf sl2yo; rep from *, end with p1. Turn work.
Row 8 WS color B: p1, *brp2, sl2yof; rep from *, end with p1. Do not turn work.
Repeat Rows 1-8.