Forecasting with Stata 12

[Mick Kountras]

Hello,

I am estimating a VECM under Stata, with two explanatory variables. I want to use it to do dynamic forecasting, so I use a "fcast compute" command.
Unfortunately, it seems to use Stata forecasting of explanatory variables instead of the future data I would like to use.

Does anyone has a solution for this?

Thanks,
Mick.

[Mick Kountras]

I do not understand that no one here can help me on this topic.
I had to do the work on Excel, although I have a software like Stata on my computer !

[David Poensgen]

Well, I can't help with your problem itself, as I have virtually no experience in using Stata for forecasting; however, I would take a guess that you could greatly increase the chance of a helpful answer if you were more detailed in your post.

This includes

• Ideally giving people willing to look into it some sample data with which to repdoduce your problem.
• Giving the (exact!) command and output of your model estimation.
• Giving the exact command and some sample output of -fcast compute-

Note that if you don't, you can hope to get answers from people who have either encountered the exact situation and problem you described, or are willing to reproduce the above themselves, which entails both work and guessing.
In short, help people help you. If you are not willing to put in the time for the above, why should others be inclined to put in their time to solve a problem for you?

[Carlo Lazzaro]

Mick:
please take David's advices seriously. As an aside, event though pressure due to tight deadlines can temporariliy worse anyone's temper, please consider that you cannot (and should not) expect that others on the list are obliged to perform resarch on your behalf. It's obviously up to you to decide how many hours devote to explore Stata features and get familiar with them: nobody can replace yourself as far as this task is concerned.

Kind regards,
Carlo

[Mick Kountras]

Hi David and Carlo,

In my posts, I always try to use a clear and concise language to avoid to the contributors wasting their time reading unuseful information.
Also, this is a forum so anyone can read what I write, so I have to stay discrete on my projects.
I do not intend to make someone work in my stead.
I can assure you I have spent a lot of time on this problem, unsuccessfully.
I always try to be nice and gentle, I did not realize that my messages encompasses pressure, if this is the case, I apologize.

[Carlo Lazzaro]

Dear Mick:
your message caused no problem (to me at least). I assumed that you (not me or Others on the list) were under pressure due to a possible tight deadline concerning your research project and that you hence complained of the lack of replies.
Being coincise is usually an advantage, but not so if you reduce your chance of getting helpful replies by not reporting exactly what you typed and what you got back from Stata (as David suggested).

Kind regards,
Carlo