Out of sample forecast

Questions and discussions on Time Series Analysis
May-June
Posts: 10
Joined: Thu Dec 05, 2013 3:53 am

Out of sample forecast

Unread post by May-June »

Dear Tom,
Please help me to see and to fix the problem at this out of sample forecast:

CALENDAR(M) 2009:06
allocate 2012:07
open data forecast.rat
data(format=rat,org=columns)

Boxjenk(regressors,ma=2,define=equation) ENDO 2009:01 2012:06
# exo
@uforeerrors inf forecast 2009:6 2012:06
UFORECAST(equation=equation,from=2012:06,print,step=06,errors=foreer,stderrs=stder) Foreout

Starting from the two step ahead forecast, it doesn't work anymore.
Many thanks for your help.
Attachments
FORECAST.RPF
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Forecast.RAT
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May-June
Posts: 10
Joined: Thu Dec 05, 2013 3:53 am

Re: Out of sample forecast

Unread post by May-June »

Ah, i saw the problem.
Thanks
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