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Re: st: Using predict to do forecasting


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Using predict to do forecasting
Date   Sun, 27 Sep 2009 14:17:57 -0400

Dear Hope,
  You have to generate the forecasts first for each of your exogenous variables
and be sure those are included in the forecast horizon before you forecast an
endogenous series.
   Regards,
         Bob Yaffee


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Hope Kayiska Chavula <chavulah@yahoo.com>
Date: Sunday, September 27, 2009 9:33 am
Subject: st: Using predict to do forecasting
To: statalist@hsphsun2.harvard.edu


> I have estimated an ARIMA model 
> Arima lgdp, arima(1,1,1)bfgs, if tin( ,2007) and after estimation when 
> I enter: Predict gdp, (with exogenous vars), y dynamic(2008) to do out 
> of sample forecasting.
> Unfortunately I do not get the forecasted values in my data file in 
> which the time variable goes up to 2015. Hoever I can get the 
> forecasted values if I do not include the exogenous variables. How can 
> I get the forecasted values but with the exogenous variables included 
> in my model?
> Please advise.
> 
> Hope K. Chavula
> 
> 
> 
>       
> 
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