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st: Out of Sample forecasting/prediction

From   "Koksal, Bulent" <>
Subject   st: Out of Sample forecasting/prediction
Date   Wed, 10 Sep 2008 17:05:45 +0300

Dear Stata users,
How do I make a prediction for the value of an exogoneous variable
which is not in the sample (the value is not in the dataset)?

As I understand, if I add an observation with the value of the
dependent variable missing, the predict command will produce a
How can I do this?

Thanks for any help.

Bülent Köksal

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