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st: RE: Out of Sample forecasting


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Out of Sample forecasting
Date   Mon, 25 Feb 2008 11:54:55 -0000

The -help- for -arima postestimation- says this under -predict-: 

"These statistics are available both in and out of sample...."

That's true more generally. 

Nick
n.j.cox@durham.ac.uk 
    
Sourav Batabyal

Is there any command to do out of sample forecasting in STATA? Suppose I
run
ARIMA till Feb 2008 and want to forecast from March 2008 till December
2008!

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