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Re: st: forecast after reg
From
"Lin, Bill" <[email protected]>
To
[email protected]
Subject
Re: st: forecast after reg
Date
Tue, 26 Oct 2010 22:03:58 -0400
Thanks alot, Robert!
On Tue, Oct 26, 2010 at 9:09 PM, Robert A Yaffee <[email protected]> wrote:
> Bill,
> You probably have a conditional forecast to perform. This means that you have to forecast all
> of your weakly exogenous variables prior to forecasting your endogenous variable. Without
> doing that first, you will be unable to generate the endogenous forecast.
> Cheers,
> Robert
>
> 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" <[email protected]>
> Date: Tuesday, October 26, 2010 3:52 pm
> Subject: Re: st: forecast after reg
> To: [email protected]
>
>
>> Thanks very much. Sorry I didn't make it clear. But I did tsset the
>> data before lag and use tsappend, add(10) before forcast. It didn't
>> work, so I am still searching for a workable way.
>>
>>
>> On Tue, Oct 26, 2010 at 1:55 PM, Robert A Yaffee <[email protected]>
>> wrote:
>> > 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" <[email protected]>
>> > Date: Tuesday, October 26, 2010 1:22 pm
>> > Subject: st: forecast after reg
>> > To: [email protected]
>> >
>> >
>> >> 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
>> >> *
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>> > *
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>> >
>>
>> *
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>
> *
> * For searches and help try:
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>
*
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