Hi all!

 

I was wondering if it is possible to create an empty series (like a column array), estimate a model, then run a fcast on the sample and… make the empty array including the forecasted values. Something like this:

 

      series Forecast = NA

            smpl 1 1000

      logit Y 0 X –-p-values

      fcast 1 1000

      Forecast = fcast ?

 

How can I create the forecast array in order to generate a new time series under Y and X which contains the forecasted values?

 

I have another question directly linked to the first one: is it possible to use fcast in a rolling sample? Something like this:

 

            smpl 1 200

      loop for i = 1 1000

            logit Y 0 X –-p-values

            fcast 1+i 200+i ?

            smpl +1 +1

            endloop

 

Is there anyone who can help me? Reading the manual I discovered that the –-rolling option for fcast is only available with OLS estimate, but with a lot of model (Logit for example, or correlated uhat models) we usually use MLE.

 

Thank you so much!

 

Oscar

 



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