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- Mon Aug 15, 2011 5:06 am
- Forum: Programming
- Topic: Recursive OOS forecast
- Replies: 10
- Views: 6592
Re: Recursive OOS forecast
Hi I'm doing out-of-sample forecasts from a predictive regression model ( i.e y(1) c x y ) It's a recursive scheme and I'm using FOR loop. The problem is that I can't construct the one-period ahead forecasts because I have the error message: forecast doe not support dependent variables with leads or...
