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st: Forecasting for regression with differences and lags
From
José Luis Chávez Calva <[email protected]>
To
[email protected]
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
JL
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