Does anyone know of a procedure to predict the Y after ARCH estimation
imposing restrictions on some of the explanatory variables. Basically, I
would want to adjust the predicted values with some explanatory variables
set to zero. For linear models, I could use 'adjust'.
I am estimating the following model:
arch Price l.Price time l.rainfall l.substitute_price l.input_price
l.exrate l.gvtpolicy1 l.gvtpolicy2 sd2 sd3 sd4, het(l.Price time
l.rainfall l.substitute_price l.input_price l.exrate l.gvtpolicy1
l.gvtpolicy2 sd2 sd3 sd4) arch(1);
Where time is the trend variable, gvtpolicy1, gvtpolicy2, sd2-sd4 are dummy
variables and the rest of the variables are in logs.
After estimating the model, I would like to predict the Price setting
gvtpolicy1 and gvtpolicy2 to zero.
I hope someone would be able to assist me. Thank you for all your help.
Antony
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