out-of-sample forecast
Posted: Wed Aug 12, 2009 6:36 am
Hello,
I have a sample which goes form 1986 to 2001 and I would
like to perform an out-of-sample forecast from an equation.
I have tried to change the range of the values in the series
(by writing down 2002 2006) in "forecast sample" in forecast
tool box of my equation, but it doesn't work.
I have already tried to change the size of my series by adding
years in "Structure/Resize Current Page..." from Proc in the workfile (as asked
by an error message in the software), but it still doesn't work.
Could you help me please.
Thank you
Vincent
I have a sample which goes form 1986 to 2001 and I would
like to perform an out-of-sample forecast from an equation.
I have tried to change the range of the values in the series
(by writing down 2002 2006) in "forecast sample" in forecast
tool box of my equation, but it doesn't work.
I have already tried to change the size of my series by adding
years in "Structure/Resize Current Page..." from Proc in the workfile (as asked
by an error message in the software), but it still doesn't work.
Could you help me please.
Thank you
Vincent