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  • hello. I am a student studying simultaneous equation models.

    gen lgdpdef = ln(gdpdef)
    gen lcpi = ln(cpi)
    gen lexch = ln(exch)
    gen lrgdp = ln(gdp)

    gen acr_o = ln(acr)
    gen y_o = ln(y)
    gen imq_o = ln(imq)
    gen imp_o = ln(imp)
    gen nfp_o = ln(nfp/gdpdef)
    gen ncp_o = ln(ncp/gdpdef)
    gen linput_1=ln(inputp/gdpdef)
    gen ltpung=ln(tpung)
    gen ltec=ln(tec)


    gen tq= acr*y/100
    gen ts=tq+(imq*1000)-(exq*1000)
    gen td=ts-exq*1000
    gen pd=td/pop*1000
    gen lpd = ln(pd)
    gen lpdinc = ln(pdinc)


    tsset year

    reg lgdpdef lcpi lexch lrgdp
    estimates store gdpdef
    estat dwatson

    reg acr_o l.acr_o l.nfp_o l.linput_1 dum_a
    estimates store acr_1
    estat dwatson
    estat vif
    //R^2=0.65


    reg y_o l.y_o tec
    estimates store y_1
    estat dwatson
    estat vif
    //R^2=0.76


    reg imq_o ncp_o imp_o lpd
    estimates store imq_q
    estat dwatson
    estat vif
    //R^2=0.84


    reg nfp_o ncp_o
    estimates store nfp_1
    estat dwatson
    estat vif


    reg ncp_o imp_o lpdinc
    estimates store ncp_1
    estat dwatson
    estat vif


    forecast clear
    forecast create onion

    forecast estimates acr_1
    forecast estimates y_1
    forecast estimates imq_q
    forecast estimates ncp_1
    forecast estimates nfp_1


    forecast exogenous gdp //o
    forecast exogenous gdpdef //o
    forecast exogenous exch //o
    forecast exogenous rgdp //o
    forecast exogenous ndinc //o
    forecast exogenous inputp //o


    forecast identity tq=l.acr*y/100
    forecast identity ts=tq+(l.imq*1000)-(l.exq*1000)
    forecast identity td=ts-l.exq*1000
    forecast identity pd=td/l.pop*1000
    forecast list
    forecast describe endogenous
    forecast describe estimate, detail
    forecast solve, prefix(p_) periods(3)

    This is my code. However, I am having trouble because errors in this content appear. Please help me 2023: missing values encountered Missing values were encountered while attempting to solve the model at time 2023. Forecasts for variables acr_o, y_o, imq_o, ncp_o, nfp_o, tq, ts, td, and pd evaluate to missing.
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    Last edited by su-whan kim; 04 Dec 2023, 22:04.
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