st: Fwd: How to predict out of sample using OLS regression with lagged values

[Li CHANG <changliemail@gmail.com>]

Dear all:

I have a question about out of sample forecast using OLS regression with
lagged values. I run the regression as follows:

I have a dataset of 169 observations:
. tsset t
. reg lnord t i.week L(1/52).lnord, noconstant

I then try to forecast 39 out-of-sample data after:

.tsappend, add(39)

I also recode to fill in the missing value in "week" variable. But it
only give one-step-ahead forecast (stops after generating the 170th
value), because I guess there is no lag value when stata tries to use
for predicting the 171st observation.

I am wondering is there code to call STATA to use the predicted 170th
observation to for the 171st value, something like a loop?

Thank you!

Regards,
Li Chang
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