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st: Ex Ante Forecasting
From
Olga Pak <[email protected]>
To
[email protected]
Subject
st: Ex Ante Forecasting
Date
Thu, 7 Jul 2011 01:21:16 -0400
Hello, everyone.
I would like to compare how forecasted GDP was different from the
actual GDP in 2006-2010 based on data of 1954-2005. In a Robert Yaffee
work, he describes ex post forecast, which I want to use for this
purpose. He suggests dividing data into two segments and coding them 0
and 1 respectively (I hope some of you are familiar with this).
How do I code a segment variable 0 during the estimation segment and 1
during the forecast evaluation?
I have very hard time finding any material on ex ante forecasting in
Stata. If you have any suggestions, I will greatly appreciate it.
Here is Yaffee's work, page 15.
repec.org/usug2010/Yaffee_London.pdf
Thank you,
Olga Pak.
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