Re: st: Trouble using -nl-

["Ingrid Johnsen" <ingjoho@gmail.com>]

Do you know where to start.
It might be very complicated to write the costomised code.

Ingrid


På Sat, 02 Nov 2013 12:46:19 +0100, skrev Nick Cox <njcoxstata@gmail.com>:

> You don't define all the terms here, but it appears that you have a
> fitted model and want to use it for projection into the future. It
> appears that you want to add noise to deterministic predictions too.
> -nl- doesn't support any of that. Your problem needs customised code.
> Nick
> njcoxstata@gmail.com
>
>
> On 2 November 2013 09:51, Ingrid Johnsen <ingjoho@gmail.com> wrote:
> > Hi
> >
> > I have trouble using -nl- .
> > I am using Stata 12 for Windows.
> >
> > I have model consisting of three equations.
> >
> > I  : y_t = a0 + a1*x_t
> > II : y_t = b0 + b1*y_(t-1) + sigma*e_t
> > III: sigma^2 = c0 + c1*cos(2*3.14* z /365)
> >
> > y is the dependent variable, x and z are the undependent variables.
> > I have estimated the parameter values, a0=7.68, a1=-0.00019, b0=-0.0013,
> > b1=0.79, c0=3.91, and c1=1.72.
> > I want to combine the equations into one, and make a prognosis by using  
> > the
> > fitted parameters.
> >
> > I think I should use -nl- to combine the equations.
> > But I don't understand how I can include equation III, since it is a
> > function modeling the residuals in equation II.
> >
> > --
> > Best regards
> > Ingrid Johnsen
> > *
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> *
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--
Ingrid

*
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