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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
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