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st: Overriding endogenous variables in a VAR model


From   Diego Navarro <the.electric.me@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Overriding endogenous variables in a VAR model
Date   Mon, 2 Feb 2009 16:11:49 -0200

I'm doing dynamic forecasting with a VAR model:

. var lgpag_deo-lgpag_sar log_pontualidade lmkbf log_falhas numerodetrensnopico tarifaonibusreal tarifametroreal, exog (msal_sc quant_po)
. fcast compute estaginvest_, step(200) dynamic(m(2006m06))

My problem is, I have to simulate the outcome of other endogenous variables if I rig lmkbf and log_falhas to have a different trajectory I have in a different .dta file. I've even imported them with the estag_invest_ prefix, but aparently fcast ignores those. The help files talk about restoring estimates from a different model, but there's no such thing -- I modelled the alternate trajectory in a spreadsheet program and then imported it. I've read the fcast compute help inside out, so I'm guessing I have to find some way to store my custom estag_invest_lmkbf and estag_invest_log_falhas as estimates. Is that the way to go? What can I do, either way?

Thanks in advance!


---
Diego Navarro
(21) 2559-5620

"The infinite possibilities each day holds should stagger the mind. The sheer number of experiences I could have is uncountable, breathtaking, and I'm sitting here refreshing my inbox. We live trapped in loops, reliving a few days over and over. And we envision only a handful of paths laid out ahead of us. We see the same things each day, we respond the same way, we thing the same thoughts, each day a slight variation on the last, every moment smoothly following the gentle curves of societal norms. We act like if we just get through today, tomorrow our dreams will come back to us. And no, I don't have all the answers. I don't know how to jolt myself into seeing what each moment could become. But I do know one thing: the solution doesn't involve watering down my every little idea and creative impulse for the sake of some day easing my fit into a mold. It doesn't involve tempering my life to better fit someone's expectations. It doesn't involve constantly holding back for fear of shaking things up." (xkcd #13)

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