Hello everyone
I need your help
I understand what is rolling and recursive estimation and I used in my computer.
My question is how can I forecast dependent variable with this methods?
When I used "predict"
predict dln_inv
stata said that
last estimates not found
My code:
webuse lutkepohl2
tsset qtr
rolling _b, window(30) clear : regress dln_inv dln_inc dln_consump
list in 1/10, abbrev(14)
Thanks
I need your help
I understand what is rolling and recursive estimation and I used in my computer.
My question is how can I forecast dependent variable with this methods?
When I used "predict"
predict dln_inv
stata said that
last estimates not found
My code:
webuse lutkepohl2
tsset qtr
rolling _b, window(30) clear : regress dln_inv dln_inc dln_consump
list in 1/10, abbrev(14)
+-----------------------------------------------------------+ |
start end _b_dln_inc _b_dln_consump _b_cons |
----------------------------------------------------------- |
1. 1960q1 1967q2 .1054375 1.263474 -.0101802 |
2. 1960q2 1967q3 .1542573 1.251464 -.0113987 |
3. 1960q3 1967q4 .2400457 1.001518 -.0048182 |
4. 1960q4 1968q1 .0053584 1.202571 -.0067967 |
5. 1961q1 1968q2 .012656 1.187025 -.006777 |
----------------------------------------------------------- |
6. 1961q2 1968q3 -.0790168 1.094311 -.0048056 |
7. 1961q3 1968q4 .0205408 .964076 -.0018992 |
8. 1961q4 1969q1 -.1895722 1.169699 -.0022988 |
9. 1962q1 1969q2 -.2074511 1.271727 -.002647 |
10. 1962q2 1969q3 -.0170991 1.187241 -.0051391 |
Thanks
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