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From | Christopher Baum <kit.baum@bc.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | re:st: Forecasting out of sample values for an autoregressive function.... |
Date | Mon, 27 Jun 2011 16:31:19 -0400 |
>? tsappend,add(52) local switch = r(tmax) arima US L(1/4).US predict double UShat4 if tin(`switch',), dynamic(`switch') list date US UShat4 Define the local switch BEFORE you do the tsappend. That is defining the last data point in the existing sample. You should precede the local switch command with a tsset command (it doesn't need any arguments). Kit Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * 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/