Forecasting from a System
Posted: Wed Sep 04, 2019 5:32 am
Hi – I have been trying to run forecasts using the output of a system. I am aware that this is not possible through the ‘forecast’ option and instead users are required to Proc->Make Model-> and forecast here through the ‘solution sample’ window. However, whenever I do this I keep getting the following error message.
Scenario: Baseline
Solve begin 13:28:43
2019Q2 NA generated for NFC
Solve terminated - Unable to compute due to missing data in "NFC = @COEF(1) + @COEF(2) * INTEREST_RATE + @COEF(3) * DEPOSITS …
This does not happen when I forecast in this way let’s say using a VAR or VECM. My estimated model is from 1986Q1 TO 2019Q1 and am trying to forecast 2019Q2-2020Q4. Any ideas?
Scenario: Baseline
Solve begin 13:28:43
2019Q2 NA generated for NFC
Solve terminated - Unable to compute due to missing data in "NFC = @COEF(1) + @COEF(2) * INTEREST_RATE + @COEF(3) * DEPOSITS …
This does not happen when I forecast in this way let’s say using a VAR or VECM. My estimated model is from 1986Q1 TO 2019Q1 and am trying to forecast 2019Q2-2020Q4. Any ideas?