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Look at 
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help arima and help arima postestimation
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which are more suitable than -regress- in this particular problem setup...
HTH
Martin
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Eleftherios
Gesendet: Freitag, 14. August 2009 14:11
An: [email protected]
Betreff: st: Forecast values and get their interval extrapolation forecasts
Hi,
I regress y on    L(1/22).y   t   tsquare   feb-dec   x_1
Those are time series in monthly.
I would like to obtain a forecast for future y up to 18 periods ahead
with their interval.
Any help with the commands I should use would be much appreciated.
Thank you
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