Hi everyone,
Iv created an ARIMAX model with a number of independent variables explaining the changes in UK government bond yields (dependent variables). I am hoping to use this to predict the following 7 day's bond yields, but when using prediction commands, the new variable is simply a re-estimated version of the dependent variable without the future values. The syntax I'm using is:
tsappend, add(7)
predict fgilt10yieldcomp, dynamic(d(05nov2022)) y
Where am I going wrong here? Fairly new to Stata and still learning. Thanks!
Iv created an ARIMAX model with a number of independent variables explaining the changes in UK government bond yields (dependent variables). I am hoping to use this to predict the following 7 day's bond yields, but when using prediction commands, the new variable is simply a re-estimated version of the dependent variable without the future values. The syntax I'm using is:
tsappend, add(7)
predict fgilt10yieldcomp, dynamic(d(05nov2022)) y
Where am I going wrong here? Fairly new to Stata and still learning. Thanks!
