Search found 5 matches

by LightMooCow
Tue Nov 11, 2008 6:28 pm
Forum: Estimation
Topic: Forecasting a estimated equation
Replies: 6
Views: 11675

Re: Forecasting a estimated equation

Yeah, it is odd. It seems that I was not the only one having problems on this though. Other people doing the Problem set are having problems too :P I guess since I have the estimated model, I can just use excel to produce the forecast for the next 24 months. Also, I was able to obtain the forecast u...
by LightMooCow
Tue Nov 11, 2008 6:02 pm
Forum: Estimation
Topic: Forecasting a estimated equation
Replies: 6
Views: 11675

Re: Forecasting a estimated equation

The data goes up to 2008m09 So, what I see are: obs dip dip(-1) dip(-2) ff(-1) ff(-2) 2008m09 ### #### #### #### ##### 2008m10 na na na na na . . . . . . . . . . . . . . . . . . So, when I do a dynamic forecast from 2008m09 2010m10, the forecast sample is 2008m09 2010m10 and the adjusted sample is 2...
by LightMooCow
Tue Nov 11, 2008 5:48 pm
Forum: Estimation
Topic: Forecasting a estimated equation
Replies: 6
Views: 11675

Re: Forecasting a estimated equation

I tried both and I got the same error :'(
by LightMooCow
Tue Nov 11, 2008 5:40 pm
Forum: Estimation
Topic: Forecasting a estimated equation
Replies: 6
Views: 11675

Forecasting a estimated equation

So, I know there is a lot of help on this but I am still having problems with this. I have data for two variables: ff and ip from 1989m1 to 2008m1. The goal in mind is to forecast from 2008m2 to 2010m2. So, I estimate the model dip c dip(-1) dip(-2) ff(-1) ff(-2) where dip = log(ip)-log(ip(-1)). Whe...
by LightMooCow
Tue Nov 11, 2008 5:33 pm
Forum: Estimation
Topic: Forecasting from a VAR
Replies: 18
Views: 63928

Re: Forecasting from a VAR

Hey, I was wondering if there is also a way to obtain the standard errors or standard deviations also.

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