st: Trouble using -nl-

["Ingrid Johnsen" <ingjoho@gmail.com>]

Hi

I have trouble using -nl- .
I am using Stata 12 for Windows.

I have model consisting of three equations.

I  : y_t = a0 + a1*x_t
II : y_t = b0 + b1*y_(t-1) + sigma*e_t
III: sigma^2 = c0 + c1*cos(2*3.14* z /365)

y is the dependent variable, x and z are the undependent variables.
I have estimated the parameter values, a0=7.68, a1=-0.00019, b0=-0.0013,  
b1=0.79, c0=3.91, and c1=1.72.
I want to combine the equations into one, and make a prognosis by using  
the fitted parameters.

I think I should use -nl- to combine the equations.
But I don't understand how I can include equation III, since it is a  
function modeling the residuals in equation II.

--
Best regards
Ingrid Johnsen
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