Search found 3 matches

by Dave_maccer
Wed Apr 04, 2018 8:34 am
Forum: Estimation
Topic: Static y forecast with out of sample x's
Replies: 4
Views: 3311

Re: Static y forecast with out of sample x's

You'll probably guess I have lagged values of y as independent variables, hence the limit on my initial forecast to 4 quarters out.
by Dave_maccer
Wed Apr 04, 2018 8:24 am
Forum: Estimation
Topic: Static y forecast with out of sample x's
Replies: 4
Views: 3311

Re: Static y forecast with out of sample x's

Got it, thanks. Does that mean creating new variable, y2, and adding in forecasted values of y, or is there a neater way of doing that within the forecast function in my original equation? Apologies for the dumb questions.
by Dave_maccer
Wed Apr 04, 2018 7:22 am
Forum: Estimation
Topic: Static y forecast with out of sample x's
Replies: 4
Views: 3311

Static y forecast with out of sample x's

Hi there. I am trying to forecast forward y by 12 quarters based on a single ols equation. I have assumed values for my independent variables for the out-of-sample 12 quarters period, so am trying to do a static forecast. This only allows me to forecast out 4 quarters, obviously using actual lagged ...

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