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  • Get levels value from differenced forecast

    Hi,

    I am trying to extract levels data from a model I used to forecast which was specified in first differences due to non-stationarity of the data.
    I need levels values because I want to calucalte model comparison test statistics such as Theil's U and use the Diebold Mariano/Harvey Newbold Leybourne tests.

    I have seen online that it is possible to "inverse difference" data in R and Python, and EViews for that matter. However I couldn't find a similar command in Stata.

    Could anyone help me?

    Thank you
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