Announcement

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

  • forecast with ARDL model , AR(q) et VAR(q)

    hello, i need help

    i need to forecast the GDP in the next 3 years with 3 models (ARDL, AR, VAR) i don't how to do in Stata.
    i do this but it isn't work:

    reg dgdp L(1/2).dgdp dinvest
    tsappend, add(12)
    estimates store adl
    forecast create adl, replace
    forecast estimates adl
    forecast solve, log(off)

    i will really appreciate if someone help me, i have to give my homework on sunday and i have block in this step. i would like to know either what command can i use to know how many lags
    that i have to schoose on all my regression.

  • #2
    Regarding the optimal lag selection in an ARDL model, the following topic might be of interest for you:
    ARDL in Stata

    For the AR and VAR model, please have a look at the varsoc command.
    https://www.kripfganz.de/stata/

    Comment


    • #3
      i read the topic, but i didn't understand when you talk about the lag on the ARDL model. All the variables in the model don't need to have stationary?

      Comment

      Working...
      X