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From |
"Demetriou, Eleftherios" <Eleftherios.Demetrio@techhealth.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: Forecast values and get their interval extrapolation forecasts |

Date |
Fri, 14 Aug 2009 09:40:35 -0400 |

Martin, thanks. However, I like to compare the results for different models. I used the regression and the var(vector autoregression). I have in my mind to use arima too. My time variable takes values from 1 to 80. As far as regression, in order to forecast the values I executed the following commands: matrix coeff=e(b) matrix colnames coeff=L.bs L2.bs L3.bs L4.bs L5.bs L6.bs L7.bs L8.bs L9.bs L10.bs L11.bs L12.bs L13.bs L14.bs L15.bs L16.bs L17.bs L18.bs L19.bs L20.bs L21.bs L22.bs a asqr fb mr ar my jn jl ag sp ot nv dc L.cs const tsset t tsappend, add(18) tsset t predict bs if t<=81 predict cs if t<=81 gen const = 1 matrix score bs=coeff if t>=81, replace list t y bs if t>=81 I am getting an empty table! I am not sure with the command "matrix colnames coeff" as far as the monthly dummy variables and quadratic time trend Also, with the "predict" command I am not sure if I have to predict the monthly dummy vars and quadratic time trend since those are given. Thank you -----Original Message----- From: Demetriou, Eleftherios Sent: Friday, August 14, 2009 8:11 AM To: 'statalist@hsphsun2.harvard.edu' Subject: Forecast values and get their interval extrapolation forecasts Hi, I regress y on L(1/22).y t tsquare feb-dec x_1 Those are time series in monthly. I would like to obtain a forecast for future y up to 18 periods ahead with their interval. Any help with the commands I should use would be much appreciated. Thank you * * 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/

**References**:**st: Forecast values and get their interval extrapolation forecasts***From:*"Demetriou, Eleftherios" <Eleftherios.Demetrio@techhealth.com>

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