Dear Hope,
You have to generate the forecasts first for each of your exogenous variables
and be sure those are included in the forecast horizon before you forecast an
endogenous series.
Regards,
Bob Yaffee
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Hope Kayiska Chavula <[email protected]>
Date: Sunday, September 27, 2009 9:33 am
Subject: st: Using predict to do forecasting
To: [email protected]
> I have estimated an ARIMA model
> Arima lgdp, arima(1,1,1)bfgs, if tin( ,2007) and after estimation when
> I enter: Predict gdp, (with exogenous vars), y dynamic(2008) to do out
> of sample forecasting.
> Unfortunately I do not get the forecasted values in my data file in
> which the time variable goes up to 2015. Hoever I can get the
> forecasted values if I do not include the exogenous variables. How can
> I get the forecasted values but with the exogenous variables included
> in my model?
> Please advise.
>
> Hope K. Chavula
>
>
>
>
>
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