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st: Ex Ante Forecasting


From   Olga Pak <opak@umail.iu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Ex Ante Forecasting
Date   Thu, 7 Jul 2011 01:21:16 -0400

Hello, everyone.

I would like to compare how forecasted GDP was different from the
actual GDP in 2006-2010 based on data of 1954-2005. In a Robert Yaffee
work, he describes ex post forecast, which I want to use for this
purpose. He suggests dividing data into two segments and coding them 0
and 1 respectively (I hope some of you are familiar with this).

How do I code a segment variable 0 during the estimation segment and 1
during the forecast evaluation?

I have very hard time finding any material on ex ante forecasting in
Stata. If you have any suggestions, I will greatly appreciate it.

Here is Yaffee's work, page 15.

repec.org/usug2010/Yaffee_London.pdf

Thank you,
Olga Pak.
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