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: Out-of-sample forecasting using OLS regression


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Out-of-sample forecasting using OLS regression
Date   Mon, 20 Aug 2012 18:24:28 +0100

Missing values for predictions imply missing values somewhere in the
predictors. You must fill in them to get predictions.

Nick

On Mon, Aug 20, 2012 at 6:09 PM, Edin Zoronjic <edinvz@gmail.com> wrote:

> I am currently working on my master thesis which is focused on the Dynamic
> factor model forecasting.
> Unfortunately, I got stuck at the out-of-sample forecasting. After running
> OLS regression when I try to do out-of-sample forecast, Stata generates the
> missing values for all the observations.
>
>
> 2011m12 is the last observation in my sample, afterward data set was
> expanded.  I am using following command after running regression:
>
> predict pcpi if t>tm(2011m12)
>
> I would really appreciate if somebody could tell me what the potential
> source of this problem is and how I could solve it.
*
*   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