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st: xtmixed predictions w/AR or MA errors
From
"L. Hamilton" <[email protected]>
To
[email protected]
Subject
st: xtmixed predictions w/AR or MA errors
Date
Sun, 14 Mar 2010 14:48:32 -0400 (EDT)
Is there a straightforward way to calculate predicted values after
xtmixed with AR or MA residuals? It does not appear that
. predict yhat, fitted
makes use of the AR or MA terms. I can generate yhat "by hand"
but was hoping for a more general solution.
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