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

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

Subject |
Re: st: After usingVAR and FCAST COMPUTE I get an error message - Asymptotic Standard Error |

Date |
Mon, 17 Aug 2009 11:06:57 -0400 |

Thanks David. I try to get the fcast graph for the endogenous variable that has already been obtained from the fcast compute by writing: fcast graph ay and I get the weird message (weird because the variable has been successfully placed on the dataset after I executed fcast compute) variable ay_LB not found r(111); Note: I can't really think of anything to try besides generate once again the variables. Thank you The first message "asymptotic standard error not available with exogenous variables" was produced because the formula for the asymptotic standard errors was derived for the case in which there are no exogenous variables in the VAR. In this case, bootstrapped standard errors are still available. The second message "exogenous variables cannot be missing in the forecast period" is the cause of the error code r(498). This message occurred because some of the exogenous variables are missing for part of the forecast horizon. If there are no observations on the exogenous variables, it is not possible to produce a forecast using the specified exogenous variables. --David ddrukker@stata.com -----Original Message----- From: Demetriou, Eleftherios Sent: Friday, August 14, 2009 5:03 PM To: 'statalist@hsphsun2.harvard.edu' Subject: After usingVAR and FCAST COMPUTE I get an error message - Asymptotic Standard Error Hi, I can't find anything anywhere to answer my question and I would really appreciated any feedback if anyone faced the same problem. I used Var y x_1, exog(t tsquare feb-dec) lags(1/13) fcast compute a, step(18) and I received the following message: asymptotic standard error not available with exogenous variables exogenous variables cannot be missing in the forecast period r(498) 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: After usingVAR and FCAST COMPUTE I get an error message - Asymptotic Standard Error***From:*"Demetriou, Eleftherios" <Eleftherios.Demetrio@techhealth.com>

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