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Re: st: forecasting with panel data
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: forecasting with panel data
Date
Fri, 9 Aug 2013 02:53:01 +0100
Stata means what it says. -fcast- only supports certain commands,
which are named in its help, namely -var-, -svar-, or -vec-.
You are evidently using -regress-. As far as Stata is concerned, you
can use time series, even panel data, with -regress- if you wish but
that has no implications for -fcast-.
By the way, declaring panel and time variables with -tsset- does not
necessarily have _any_ implications for -regress-, but you don't give
any details for what you did with -regress- so further comment is
difficult.
You don't say what version of Stata you are using; Statalist
convention is that you should do that if you are using an out-of-date
version (before 13). In Stata 13 -forecast- does support -regress-:
see http://www.stata.com/help.cgi?forecast for an introduction.
Nick
[email protected]
On 9 August 2013 01:58, Vincent Reina <[email protected]> wrote:
> Hello,
>
> I have a panel of thirty seven individuals over sixteen quarters and I
> am trying to forecast my dependent variable for each individual for
> the one quarter beyond my panel, however, whenever I run my regression
> and then use the fcast compute command, stata says that fcast compute
> does not work with regress. Does anyone have any thoughts on what I
> may be doing wrong?
>
> My command: tsset individual date;
> Stata says: panel variable: individual (strongly balanced), time
> variable: date, 2009q1 to 2012q4, delta: 1 quarter
> My command: fcast compute forecasts, dynamic(2012q4);
> Stata says: fcast compute does not work with regress
>
> Thanks you for your help!
> Best,
> Vincent
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