**[TS] forecast estimates** -- Add estimation results to a forecast model

__Syntax__

Add estimation result currently in memory to model

__fore__**cast** __est__**imates** *name* [**,** *options*]

*name* is the name of a stored estimation result; see **[R] estimates store**.

Add estimation result currently saved on disk to model

__fore__**cast** __est__**imates** **using** *filename* [**,** __nu__**mber(***#***)** *options*]

*filename* is an estimation results file created by **estimates save**; see **[R]**
**estimates save**. If no file extension is specified, **.ster** is assumed.

*options* Description
-------------------------------------------------------------------------
__pr__**edict(***p_options***)** call **predict** using *p_options*
__na__**mes(***namelist*[**, replace**]**)** use *namelist* for names of left-hand-side
variables
__ad__**vise** advise whether estimation results can be
dropped from memory
-------------------------------------------------------------------------

__Description__

**forecast** **estimates** adds estimation results to the forecast model
currently in memory. You must first create a new model using **forecast**
**create** before you can add estimation results with **forecast** **estimates**.
After estimating the parameters of an equation or set of equations, you
must use **estimates** **store** to store the estimation results in memory or use
**estimates** **save** to save them on disk before adding them to the model.

__Options__

**predict(***p_options***)** specifies the **predict** options to use when predicting
the dependent variables. For a single-equation estimation command,
you simply specify the appropriate options to pass to **predict**. If
multiple options are required, enclose them in quotation marks:

**. forecast estimates ..., predict("pr outcome(#1)")**

For a multiple-equation estimation command, you can either specify
one set of options that will be applied to all equations or specify *p*
options, where *p* is the number of endogenous variables being added.
If multiple options are required for each equation, enclose each
equation's options in quotes:

**. forecast estimates ..., predict("pr eq(#1)" "pr eq(#2)")**

If you do not specify the **eq()** option for any of the equations,
**forecast** automatically includes it for you.

If you are adding results from a linear estimation command that
**forecast** recognizes as one whose predictions can be calculated as
x_t'b, do not specify the **predict()** option, because this will slow
**forecast**'s computation time substantially. Use the **advise** option to
determine whether **forecast** needs to call **predict**.

If you do not specify any **predict** options, **forecast** uses the default
type of prediction for the command whose results are being added.

**names(***namelist*[**, replace**]**)** instructs **forecast** **estimates** to use *namelist*
as the names of the left-hand-side variables in the estimation result
being added. You must use this option if any of the left-hand-side
variables contains time-series operators. By default, **forecast**
**estimates** uses the names stored in the **e(depvar)** macro of the results
being added.

**forecast estimates** creates a new variable in the dataset for each
element of *namelist*. If a variable of the same name already exists
in your dataset, **forecast** **estimates** exits with an error unless you
specify the **replace** option, in which case existing variables are
overwritten.

**advise** requests that **forecast** **estimates** report a message indicating
whether the estimation results being added can be removed from
memory. This option is useful if you expect your model to contain
more than 300 sets of estimation results, the maximum number that
Stata allows you to store in memory; see **limits**. This option also
provides an indication of the speed with which the model can be
solved: **forecast** executes much more slowly with estimation results
that must remain in memory.

**number(***#***)**, for use with **forecast** **estimates** **using**, specifies that the *#*th
set of estimation results from *filename* be loaded. This assumes that
multiple sets of estimation results have been saved in *filename*. The
default is **number(1)**. See **[R] estimates save** for more information on
saving multiple sets of estimation results in a single file.

__Examples__

Setup
**. webuse klein2**
**. reg3 (c p L.p w) (i p L.p L.k) (wp y L.y yr)** **if year < 1939,**
**endog(w p y) exog(t wg g)**
**. estimates store klein**

Create a new forecast model
**. forecast create kleinmodel**

Add the stochastic equations fit using **reg3** to the **kleinmodel**
**. forecast estimates klein**

Add the **advise** to the above command to display special code to obtain
fast predictions for the **reg3** results
**. forecast estimates klein, advise**