st: forecasting with panel data

[Vincent Reina <vincent.reina@gmail.com>]

Hello,

I have a panel of thirty seven individuals over sixteen quarters and I
am trying to forecast my dependent variable for each individual for
the one quarter beyond my panel, however, whenever I run my regression
and then use the fcast compute command, stata says that fcast compute
does not work with regress. Does anyone have any thoughts on what I
may be doing wrong?

My command: tsset individual date;
Stata says: panel variable: individual (strongly balanced), time
variable: date, 2009q1 to 2012q4, delta: 1 quarter
My command: fcast compute forecasts, dynamic(2012q4);
Stata says: fcast compute does not work with regress

Thanks you for your help!
Best,
Vincent
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