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Re: st: RE: "fcast graph" does not recognize an already variable in the data set after commands: "var" and " fcast compute"


From   "David M. Drukker" <ddrukker@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: "fcast graph" does not recognize an already variable in the data set after commands: "var" and " fcast compute"
Date   Thu, 20 Aug 2009 16:24:15 -0500 (CDT)

-fcast graph- is not doing what Eleftherios Demetriou
<Eleftherios.Demetrio@techhealth.com> wants.

The problem is that -fcast graph- assumes that there are variables
containing the bounds of the confidence interval (CI), unless the -noci-
option is specified.

Eleftherios should either specify the -noci- option for -fcast graph- or
should request a bootstrapped CI from -fcast compute-

We will look into making -fcast graph- be more accommodating when the CI
variables are not in the dataset.

Here are examples of two solutions for Eleftherios.

The first, and simpler solution, simply adds the -noci- option to -fcast graph-

. clear all

. webuse lutkepohl
(Quarterly SA West German macro data, Bil DM, from Lutkepohl 1993 Table E.1)

. quietly var dlincome dlconsumption in 1/80, exog(dlinvestment)

. fcast compute f_, step(9)
asymptotic standard error not available with exogenous variables

. fcast graph f_dlincome , observed noci name(noci)

This method will produce a graph of the form Eleftherios requested.

The second method has -fcast compute- produce a bootstrapped estimate
of the CI.

. drop f_*

. fcast compute f_, step(9) bs reps(250)
asymptotic standard error not available with exogenous variables
 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
(output omitted)

. fcast graph f_dlincome , observed name(withci)

The method will produce a graph including a bootstrapped estimate of
the CI.

  --David
  ddrukker@stata.com


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