question about fitted value series
Posted: Fri Sep 03, 2010 6:54 am
Hi,
I used sample 1973q1 1990q4 to generate out of sample forecast for 1991q1, but the forecast series seems to contain fitted value(don't know if they are indeed fitted values) for the entire sample range within the workfile, not just one period, what is wrong with my code?
' set sample to estimation period
smpl 1973q1 1990q4
' estimate equation
equation eq1.ls inf c inl(-1)
'generate fited value
smpl 1991q1 1991q1
eq1.fit inffit
I used sample 1973q1 1990q4 to generate out of sample forecast for 1991q1, but the forecast series seems to contain fitted value(don't know if they are indeed fitted values) for the entire sample range within the workfile, not just one period, what is wrong with my code?
' set sample to estimation period
smpl 1973q1 1990q4
' estimate equation
equation eq1.ls inf c inl(-1)
'generate fited value
smpl 1991q1 1991q1
eq1.fit inffit