Combining actual and forecast data in one series
Posted: Tue Aug 28, 2012 6:18 am
I am forecasting monthly data each month and would like to combine the forecast observations with the actual observations for the out of sample period (add 2012M8 forecast, say, to a series ending 2012M7) automatically. At present I do this manually, using the "fill" command, but that requires specifying the data to begin the fill. Is there a way of specifying the "o" option in fill in a way that automatically finds the last non-missing observation in the actual series and begins the fill from there (the date value of @last for the actual series plus one should do it, but I can't figure out the syntax)? What am I missing?
Should I use @recode()? If so, how?
Some other method? Thanks!!
Should I use @recode()? If so, how?
Some other method? Thanks!!