Hi
I have a VAR model with 4 endogeous variables, 2 exogenous variables and 1 lag.
The code is as follows,
...
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Chris Collins started a topic Does a dynamic forecast from a VAR model with exogenous variables consider the values of the exogenous variables in its first forecastin GeneralDoes a dynamic forecast from a VAR model with exogenous variables consider the values of the exogenous variables in its first forecast
 1 post

Recursive outofsample forecasting
Hi,
I have a dataset containing panel data for the period 20082015. I want to use recursive forecasting to create predictions on an outofsample...
 2 posts

Help Needed! Forecasting ARIMA Model
Dear all,
Please I will greatly appreciate if anyone can guide me on how to forecast this ARIMA model. I have a quarterly data of differenced producer...
 1 post

Forecast interval for ARIMA forecast
I am conducting ARIMA time series modelling to compute an expostforecast of a monthly time series (April 2011  Jan 2018). In Nov 2016 a shock occured...Last edited by Doro Drees; 25 May 2018, 12:28.
 1 post

Andrea Arancio started a topic Out of sample prediction after mixed. Which commands to use (also to assess forecasting fit)?in GeneralOut of sample prediction after mixed. Which commands to use (also to assess forecasting fit)?
Hi everybody,
I have panel data with a dependent variable for each city and repeated measures over time for cities (monthly measures, five...
 3 posts

Andrea Arancio started a topic Is it appropriate to use multilevel regression models for forecasting purposes?in GeneralIs it appropriate to use multilevel regression models for forecasting purposes?
I have time series data about 10 individuals. For each of them I have 120 repeated measures over time (a monthly measure for 10 years).
I have a...
 3 posts

CI of time series forecast in diagram
Hello!
I have made a forecast for a time series using the forecast command. I would like to produce a diagram that shows the time series...
 3 posts

Question about 'pvar' forecasting and rsquared
Dear Statalist,
I am building a panel database (yearly frequency) related to renewable energies production in several countries. This is...
 2 posts

Arima command  using lags vs. ar(x)
Hey,
I try to estimate an arima model. As far as I know there should be no difference between using these two codes:
Code:webuse gnp96,
 1 post

(Very Basic) Forecasting with Panel Data
I'm trying to use Stata's forecasting interface (found under statistics > time series > forecasting) to develop VERY BASIC forecasts. My dataset...Last edited by Doug Bujakowski; 24 Mar 2017, 17:17.
 5 posts

Giuseppe Cascarino started a topic Why doesn't Stata allow predicting stdf after using reg y x , vce(robust)?in GeneralWhy doesn't Stata allow predicting stdf after using reg y x , vce(robust)?
I'm...Last edited by Giuseppe Cascarino; 21 Mar 2017, 09:44.
 2 posts

Imputation, forecasting and prediction
Hi everyone,
I was wondering if you could help me with some hints regarding prediction/forecasting. My goal is to estimate nutrition indicators...
 1 post

Pablo Cristi started a topic Pseudooutofsample (POOS) forecasting and Root Mean Squared Forecast Error (RMSFE) accurancyin GeneralPseudooutofsample (POOS) forecasting and Root Mean Squared Forecast Error (RMSFE) accurancy
Hello everyone. I'm not coming for help this time, I want share something with you instead. I've been testing the forecast capability of a time serie....
 1 post
 1 like

Marta Anacka started a topic Using Fixed Effects Panel Model Estimates to Forecast Dependent Variablein GeneralUsing Fixed Effects Panel Model Estimates to Forecast Dependent Variable
Hello!
I was looking for this information at this forum as well as throughout the web and couldn't find proper answer.
I have estimated panel...
 4 posts