Estimation using regression method
Posted: Mon Feb 22, 2010 9:12 pm
Hi all,
I'd like to forecast a variable "W" for 5 countries using regression method for period of 2010-2012.
The explained variable is expressed in W_US, W_UK etc where as explanatory variables expressed as gdp_US, gdp_UK,....inv_US, inv_UK...., and so on in stacked order for 2000-2009 period.
How can I write a short program to run the regression for all 5 countries and get "W" forecasts for each individual country.
Thanks
I'd like to forecast a variable "W" for 5 countries using regression method for period of 2010-2012.
The explained variable is expressed in W_US, W_UK etc where as explanatory variables expressed as gdp_US, gdp_UK,....inv_US, inv_UK...., and so on in stacked order for 2000-2009 period.
How can I write a short program to run the regression for all 5 countries and get "W" forecasts for each individual country.
Thanks