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Re: st: forecast after reg


From   Robert A Yaffee <[email protected]>
To   [email protected]
Subject   Re: st: forecast after reg
Date   Tue, 26 Oct 2010 13:55:23 -0400

Bill,
  You have to use the tsappend, add(10)
command before you forecast but after you have
tsset your date-time variable.
  - Bob


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: "Lin, Bill" <[email protected]>
Date: Tuesday, October 26, 2010 1:22 pm
Subject: st: forecast after reg
To: [email protected]


> Dear All
> 
> I have a linear model with lags for a time series data, ex.
> y=a+b*L1(y)+cX. After the estimation, I want to do a 10 period ahead
> forecast. I tried to add time points in the data set and to use
> predict for this purpose, but it didn't work. Can any one give some
> suggestions? Thanks a lot,
> 
> 
> Bill
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