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st: RE: xtmixed predictions w/AR or MA errors


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtmixed predictions w/AR or MA errors
Date   Sun, 14 Mar 2010 20:17:59 +0100

<>

Just out of curiosity: What do you want Stata to do about the AR/MA terms?
How would you ideally incorporate them into a prediction of yhat?


HTH
Martin


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of L. Hamilton
Sent: Sonntag, 14. März 2010 19:49
To: statalist@hsphsun2.harvard.edu
Subject: st: xtmixed predictions w/AR or MA errors

Is there a straightforward way to calculate predicted values after
xtmixed with AR or MA residuals?  It does not appear that

. predict yhat, fitted

makes use of the AR or MA terms.  I can generate yhat "by hand"
but was hoping for a more general solution.
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