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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 21:09:46 -0400
Bill,
You probably have a conditional forecast to perform. This means that you have to forecast all
of your weakly exogenous variables prior to forecasting your endogenous variable. Without
doing that first, you will be unable to generate the endogenous forecast.
Cheers,
Robert
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 3:52 pm
Subject: Re: st: forecast after reg
To: [email protected]
> Thanks very much. Sorry I didn't make it clear. But I did tsset the
> data before lag and use tsappend, add(10) before forcast. It didn't
> work, so I am still searching for a workable way.
>
>
> On Tue, Oct 26, 2010 at 1:55 PM, Robert A Yaffee <[email protected]>
> wrote:
> > 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
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/help.cgi?search
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> >> * http://www.ats.ucla.edu/stat/stata/
> > *
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> > * http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> * For searches and help try:
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> * http://www.ats.ucla.edu/stat/stata/
*
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