Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

re:st: Forecasting out of sample values for an autoregressive function....


From   Christopher Baum <kit.baum@bc.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   re:st: Forecasting out of sample values for an autoregressive function....
Date   Mon, 27 Jun 2011 16:31:19 -0400

>?
tsappend,add(52)
local switch = r(tmax)
arima US L(1/4).US
predict double UShat4 if tin(`switch',), dynamic(`switch')
list date US UShat4

Define the local switch BEFORE you do the tsappend. That is defining the last data point in the existing sample. You should precede the local switch command with a tsset command (it doesn't need any arguments).

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html




*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index