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| From | "Ferry, Danielle" <Danielle.Ferry@moodys.com> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: Dynamic predictions with panel data? |
| Date | Tue, 20 Dec 2011 11:43:18 -0500 |
Dear Statalisters, Is there a canned way to get dynamic predictions after a regression on panel data (and lagged depvar on the RHS)? I see that <arima> does this, but does not work with panel data. Many thanks, Danielle ................................................. Danielle H. Ferry, PhD Associate Director Capital Markets Research 212.553.7781 tel danielle.ferry@moodys.com Moody's Analytics 7 World Trade Center 250 Greenwich Street New York, NY 10007 www.moodys.com ................................................. ----------------------------------------- The information contained in this e-mail message, and any attachment thereto, is confidential and may not be disclosed without our express permission. If you are not the intended recipient or an employee or agent responsible for delivering this message to the intended recipient, you are hereby notified that you have received this message in error and that any review, dissemination, distribution or copying of this message, or any attachment thereto, in whole or in part, is strictly prohibited. If you have received this message in error, please immediately notify us by telephone, fax or e-mail and delete the message and all of its attachments. Thank you. Every effort is made to keep our network free from viruses. You should, however, review this e-mail message, as well as any attachment thereto, for viruses. We take no responsibility and have no liability for any computer virus which may be transferred via this e-mail message. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/