Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Robert A Yaffee <bob.yaffee@nyu.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: forecast after reg |
| Date | Tue, 26 Oct 2010 13:55:23 -0400 |
Bill, You have to use the tsappend, add(10) command before you forecast but after you have tsset your date-time variable. - Bob Robert A. Yaffee, Ph.D. Research Professor Silver School of Social Work New York University Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf CV: http://homepages.nyu.edu/~ray1/vita.pdf ----- Original Message ----- From: "Lin, Bill" <bill.lin.79@gmail.com> Date: Tuesday, October 26, 2010 1:22 pm Subject: st: forecast after reg To: statalist@hsphsun2.harvard.edu > Dear All > > I have a linear model with lags for a time series data, ex. > y=a+b*L1(y)+cX. After the estimation, I want to do a 10 period ahead > forecast. I tried to add time points in the data set and to use > predict for this purpose, but it didn't work. Can any one give some > suggestions? Thanks a lot, > > > Bill > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/