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Re: st: forecast after reg


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: forecast after reg
Date   Tue, 26 Oct 2010 22:19:09 -0400

Bill,
 You're welcome.
       Robert

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: "Lin, Bill" <bill.lin.79@gmail.com>
Date: Tuesday, October 26, 2010 10:05 pm
Subject: Re: st: forecast after reg
To: statalist@hsphsun2.harvard.edu


> Thanks alot, Robert!
> 
> On Tue, Oct 26, 2010 at 9:09 PM, Robert A Yaffee <bob.yaffee@nyu.edu> 
> wrote:
> > Bill,
> >   You probably have a conditional forecast to perform. This means 
> that you have to forecast all
> > of your weakly exogenous variables prior to forecasting your 
> endogenous variable.  Without
> > doing that first, you will be unable to generate the endogenous forecast.
> >    Cheers,
> >            Robert
> >
> > 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: "Lin, Bill" <bill.lin.79@gmail.com>
> > Date: Tuesday, October 26, 2010 3:52 pm
> > Subject: Re: st: forecast after reg
> > To: statalist@hsphsun2.harvard.edu
> >
> >
> >> Thanks very much. Sorry I didn't make it clear. But I did tsset the
> >> data before lag and use tsappend, add(10) before forcast. It didn't
> >> work, so I am still searching for a workable way.
> >>
> >>
> >> On Tue, Oct 26, 2010 at 1:55 PM, Robert A Yaffee <bob.yaffee@nyu.edu>
> >> wrote:
> >> > Bill,
> >> >  You have to use the tsappend, add(10)
> >> > command before you forecast but after you have
> >> > tsset your date-time variable.
> >> >  - Bob
> >> >
> >> >
> >> > 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: "Lin, Bill" <bill.lin.79@gmail.com>
> >> > Date: Tuesday, October 26, 2010 1:22 pm
> >> > Subject: st: forecast after reg
> >> > To: statalist@hsphsun2.harvard.edu
> >> >
> >> >
> >> >> Dear All
> >> >>
> >> >> I have a linear model with lags for a time series data, ex.
> >> >> y=a+b*L1(y)+cX. After the estimation, I want to do a 10 period ahead
> >> >> forecast. I tried to add time points in the data set and to use
> >> >> predict for this purpose, but it didn't work. Can any one give some
> >> >> suggestions? Thanks a lot,
> >> >>
> >> >>
> >> >> Bill
> >> >> *
> >> >> *   For searches and help try:
> >> >> *   http://www.stata.com/help.cgi?search
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> >> >
> >>
> >> *
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> >
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