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st: Forecasting for regression with differences and lags

From   José Luis Chávez Calva <>
Subject   st: Forecasting for regression with differences and lags
Date   Fri, 4 Feb 2011 16:46:17 -0600

Hi statalisters:

I have the following model:

foreach name in "maiz" "trigo" "arroz" "azucar" "cafe" ///
"cerdo" "leche"{
      arima D1.lipp`name' DL1.lipp`name' DL1.lpi`name' ///
      DL1.lippgasol L1.lipp`name' L1.lpi`name' ///
      L1.lippgasol, hessian
      predict D1lipp`name', dynamic(m(2011m1))

I tried to generate a forecasting for 2011, I have "futures" for
lippgasol and lpi`name', but Stata produced the next:

operators for the independent variable L.lippmaiz do not nest
within the dependent variable D.lippmaiz
 dynamic predictions not available

Do you have some suggestions?

Best regards

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