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Hello,
I keep getting "unable to compute due to missing data in forecast f_alum". I try to estimate the equation in 2000Q1-2010Q3 and forecast for the next period 2010Q4-2015Q4 but I keep getting the error, I think because there is no data in this period, but that is the idea of forecasting right?
Please help
thanks


smpl 2000Q1 @2010Q3
equation eqalum.ls d(lalum) c ar(1) ma(1) dum2 dum3 dum4 dum08Q4
smpl @2010Q4 @2015Q4
forecast f_alum

Do your dummy variables have data for the forecast period?

I read the data into the workfile (1990Q1 to 2010Q3) then create the dummies. Then before forecasting I expand the workfile by adding extra 20 quarters.

So the data for all variables including dummies end at 2010Q3.

That's the problem then. Y depends upon those dummies. If those dummies are NAs, then Y cannot be calculated.

thanks, I created the dummis in the new range. It worked.