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Hi,
I estimated several different models using y(L) and x(L) from 1994m08 to 2008m03, as below:

yt = c + S yt(L) +S xt(L)

where S yt(L) is the polynomial distributed lag, varying from 1 to 11
S xt(L) is the polynomial distributed lag, varying from 0 to 11

i am trying to do forecasts from 2008m04 to 2009m03 of each model but when i call it, the program returns the message "Unable to compute due to missing data in DO_EQ1.FORCAST YF_EQ1"

i changed the sample as "smpl 2008m04 2009m03" and then called the forecasts. How can i resolve this problem?

Thanks for help

PS: i did not use the function PDL. I constructed the models using strings.

I forgot to say that i don't have missing values in my range.

The most likely cause is that you do, in fact, have missing data over the forecast period. Best thing to do is post your workfile so we can take a look.