Am 29.11.18 um 08:52 schrieb Olasehinde Timmy:
Dear Professors,
Please, I need you to put me through on two things.
First, how can I save a correction matrix using hansl syntax.
check out mcorr()
Secondly, I want to perform a forecasting after estimating through
maximum likelihood. For example, as shown below,
mle ll = "likelihood function"
series e = GDPrate - constant
params constant
end mle
Are you sure you need explicit MLE? At least in these linear cases OLS
is MLE.
If I want to perform the dynamic forecast or one step ahead forecast,
what is the additional syntax needed.
Look at the 'fcast' command and the documentation. If anything remains
unclear, feel free to ask again.
cheers,
sven