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From | "Ingrid Johnsen" <ingjoho@gmail.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "Nick Cox" <njcoxstata@gmail.com> |
Subject | Re: st: Trouble using -nl- |
Date | Sun, 03 Nov 2013 11:47:45 +0100 |
Do you know where to start. It might be very complicated to write the costomised code. Ingrid På Sat, 02 Nov 2013 12:46:19 +0100, skrev Nick Cox <njcoxstata@gmail.com>:
You don't define all the terms here, but it appears that you have a fitted model and want to use it for projection into the future. It appears that you want to add noise to deterministic predictions too. -nl- doesn't support any of that. Your problem needs customised code. Nick njcoxstata@gmail.com On 2 November 2013 09:51, Ingrid Johnsen <ingjoho@gmail.com> wrote: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 thefitted 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/
-- Ingrid * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/