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



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!




This e-mail is for the sole use of the intended recipient and any file transmitted with it may contain material that is confidential and privileged. If you are not the intended recipient of this e-mail, please do not read this e-mail and delete this message and any file attached from your system and then notify us immediately by reply e-mail or by telephone. You should not copy or use this message and any file attached for any purpose, disclose the contents of the same to any other person or forward them without express permission by us. Considering the means of transmission, we do not undertake any liability with respect to the secrecy and confidentiality of the information contained in this e-mail and in its attachments.
Il presente messaggio di posta elettronica e' ad esclusivo utilizzo del destinatario indicato in indirizzo e gli eventuali documenti allegati potrebbero avere carattere riservato. Qualora non foste il destinatario del presente messaggio Vi preghiamo non leggerlo, di cancellarlo dal Vostro sistema assieme ad ogni documento ad esso allegato e di volerci avvertire immediatamente tramite posta elettronica o telefonicamente. E' vietata la duplicazione o l'utilizzo per qualunque fine del presente messaggio e di ogni documento ad esso allegato cosi' come la relativa divulgazione, distribuzione o inoltro a terzi senza l'espressa autorizzazione del mittente. Il mittente, in ragione del mezzo di trasmissione utilizzato, non assume alcuna responsabilita' in merito alla segretezza e riservatezza delle informazioni contenute nel presente messaggio e nei relativi allegati.