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.
Out of sample forecast
Out of sample forecast
- Attachments
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- FORECAST.RPF
- (343 Bytes) Downloaded 964 times
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- Forecast.RAT
- (4.25 KiB) Downloaded 972 times
Re: Out of sample forecast
Ah, i saw the problem.
Thanks
Thanks