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]

From |
Nick Cox <[email protected]> |

To |
"[email protected]" <[email protected]> |

Subject |
Re: st: Trouble using -nl- |

Date |
Sun, 3 Nov 2013 11:22:26 +0000 |

A better approximation for pi than 3.14 is the built-in _pi. Otherwise I don't understand your model well enough to suggest code, but it looks as if it you need a loop over times. Nick [email protected] On 3 November 2013 10:47, Ingrid Johnsen <[email protected]> wrote: > 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 <[email protected]>: > > >> 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 >> [email protected] >> >> >> On 2 November 2013 09:51, Ingrid Johnsen <[email protected]> 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 >>> 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 >>> * >>> * 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/

**References**:**st: Trouble using -nl-***From:*"Ingrid Johnsen" <[email protected]>

**Re: st: Trouble using -nl-***From:*Nick Cox <[email protected]>

**Re: st: Trouble using -nl-***From:*"Ingrid Johnsen" <[email protected]>

- Prev by Date:
**Re: st: Trouble using -nl-** - Next by Date:
**st: Dynamic panel model?** - Previous by thread:
**Re: st: Trouble using -nl-** - Next by thread:
**st: xtivreg or ivregress?** - Index(es):