Out of sample forecast
Posted: Sun Aug 17, 2014 5:01 am
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.
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.