|
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Overriding endogenous variables in a VAR model
I'm doing dynamic forecasting with a VAR model:
. var lgpag_deo-lgpag_sar log_pontualidade lmkbf log_falhas
numerodetrensnopico tarifaonibusreal tarifametroreal, exog (msal_sc
quant_po)
. fcast compute estaginvest_, step(200) dynamic(m(2006m06))
My problem is, I have to simulate the outcome of other endogenous
variables if I rig lmkbf and log_falhas to have a different trajectory
I have in a different .dta file. I've even imported them with the
estag_invest_ prefix, but aparently fcast ignores those. The help
files talk about restoring estimates from a different model, but
there's no such thing -- I modelled the alternate trajectory in a
spreadsheet program and then imported it. I've read the fcast compute
help inside out, so I'm guessing I have to find some way to store my
custom estag_invest_lmkbf and estag_invest_log_falhas as estimates.
Is that the way to go? What can I do, either way?
Thanks in advance!
---
Diego Navarro
(21) 2559-5620
"The infinite possibilities each day holds should stagger the mind.
The sheer number of experiences I could have is uncountable,
breathtaking, and I'm sitting here refreshing my inbox. We live
trapped in loops, reliving a few days over and over. And we envision
only a handful of paths laid out ahead of us. We see the same things
each day, we respond the same way, we thing the same thoughts, each
day a slight variation on the last, every moment smoothly following
the gentle curves of societal norms. We act like if we just get
through today, tomorrow our dreams will come back to us. And no, I
don't have all the answers. I don't know how to jolt myself into
seeing what each moment could become. But I do know one thing: the
solution doesn't involve watering down my every little idea and
creative impulse for the sake of some day easing my fit into a mold.
It doesn't involve tempering my life to better fit someone's
expectations. It doesn't involve constantly holding back for fear of
shaking things up." (xkcd #13)
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/