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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.

. 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 * * 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: RE: "fcast graph" does not recognize an already variable in the data set after commands: "var" and " fcast compute"***From:*"Demetriou, Eleftherios" <Eleftherios.Demetrio@techhealth.com>

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