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noone??????

If you say that Y depends upon X, then to predict Y you need a value for X. Simple maths.

There is a way of automatically generate regressors to predict is achieved. Or the only predictions that can be made are short term ones

i want a program to test the power and empiric size of the ADF Test for a GARCH(1,1) y_t = θ*y_(t-1) + μ_t μ_t = v_t *√(h_t ) h_t = [α_0 + α_1*μ_(t-1)^2 ] + [β*h_(t-1) ] for θ = {0.90,0.95,0.99,0.995,1.00} α_0 = 1 - α_1 - β do 1000 repetitions for the next sample sizes 100, 200 and 500 observations...

Do you have values for your independent variables for the forecast period? That`s is my question. If i dont have any observation for the period of forecast -out of sample- then i can´t do the forecast? My sample for example is: 2000-2011. With that i run the models etc. Then i want to forecast 2012...

what do this commands?? in particular the lines: smpl @first+1 !nobs+200 series y1 = y1(-1)+nrnd series dy1 = y1 - y1(-1) smpl @first+200 !nobs+200 equation eq1.ls dy1 y1(-1) !nreps = 50000 !nobs = 1000 for !repc=1 to !nreps smpl @first @first series y1 = 0 smpl @first+1 !nobs+200 series y1 = y1(-1)...

HEY PEOPLE I NEED SOME HELP WITH THIS TOPIC I RECENTLY DOING A WORKFILE WITH TIME SERIES AND A SMALL SAMPLE 2001 2011 MACRO VARIABLES, ANNUAL DATA ALL OK (HETER.., AUTOCORR, RAMSEY TEST, ETC.) THEN WAS TO THE FORECASTING FIRST, I ADJUST THE SAMPLE IN THE WORKFILE (PROC STRUCTURE/RESIZE...) 2001 2015...