Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • Error after fcast compute

    After a var with seasonalities:
    var v1 v2 v3 in 1/65, lags(1/2) exog (qseas*)
    fcast compute m_, step(6)


    and receive the error: "exogenous variables cannot be missing in the forecast period"

    What must i do to eliminate the error?

    Thanks

    Eli Hadad Junior



  • #2
    You need to extend your sample first and add values for the qseas* variables. Forecasts can not be computed without an out of sample value for these variables.

    PD: Please provide tags for your question, so it can be searched by future users. Suggested tags are: Time Series, VAR.
    Last edited by Jorge Eduardo Perez Perez; 09 Apr 2014, 15:44.
    Jorge Eduardo Pérez Pérez
    www.jorgeperezperez.com

    Comment


    • #3
      Thanks Jorge Eduardo Perez Perez

      Comment


      • #4
        How can i set the tags? I tried to find out how, but so far no luck.

        Comment

        Working...
        X