Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Out-of-sample forecasting using OLS regression
From
Edin Zoronjic <[email protected]>
To
[email protected]
Subject
st: Out-of-sample forecasting using OLS regression
Date
Mon, 20 Aug 2012 18:09:10 +0100
Dear Stata users,
I am currently working on my master thesis which is focused on the Dynamic
factor model forecasting.
Unfortunately, I got stuck at the out-of-sample forecasting. After running
OLS regression when I try to do out-of-sample forecast, Stata generates the
missing values for all the observations.
2011m12 is the last observation in my sample, afterward data set was
expanded. I am using following command after running regression:
predict pcpi if t>tm(2011m12)
I would really appreciate if somebody could tell me what the potential
source of this problem is and how I could solve it.
Thank you in advance.
Best regards,
Edin Zoronjic
*
* 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/