Stablish forecast out-of-sample
Posted: Mon Jan 23, 2017 10:38 am
Hello, I'm coding an equation to make a forecast each month, so this is my code
smpl 2003m01 2016m11
equation eq1.ls(n) dlog(x) dlog(y) dlog(w) dlog(z) ar(1) ma(2)
and I need to forecast these equation for one month ahead , so instead of changing the forecast period each time , (2016m12-2016m12 now , 2017m01-2017m01 in one month from now, 2017m02-2017m02 next month ,etc...) I would like to program something like:
x.forecast x_fc
but indicating that I want to forecast it one month ahead each time, any help is appreciated . Regards.
smpl 2003m01 2016m11
equation eq1.ls(n) dlog(x) dlog(y) dlog(w) dlog(z) ar(1) ma(2)
and I need to forecast these equation for one month ahead , so instead of changing the forecast period each time , (2016m12-2016m12 now , 2017m01-2017m01 in one month from now, 2017m02-2017m02 next month ,etc...) I would like to program something like:
x.forecast x_fc
but indicating that I want to forecast it one month ahead each time, any help is appreciated . Regards.