forecast of nan(series,0) with AR model
Posted: Tue Sep 14, 2010 1:19 pm
Hi,
I'd like to make a forecast for a given series y, which contains some NA values.
I don't want to substitute these NA values with 0 in the series, but I thought that i could use @nan(y,0) instead of y. Then I perform a AR(1) model, as follows :
The estimation output seems to be ok. Nevertheless, when I try to make a forecast of this equation,
the following error message appears : "Unable to compute due to missing data".
Could anyone tell me where my mistake is or what is the cause for this message ?
Thanks in advance
I'd like to make a forecast for a given series y, which contains some NA values.
I don't want to substitute these NA values with 0 in the series, but I thought that i could use @nan(y,0) instead of y. Then I perform a AR(1) model, as follows :
Code: Select all
equation eq.ls @nan(y,0) c ar(1)Code: Select all
eq.forecast yfCould anyone tell me where my mistake is or what is the cause for this message ?
Thanks in advance