I am trying to use the output of an autoregressive model of order 3 (AR(3)), which was done on an analysis sample, to forecast on a holdout sample (i.e. I am using the split sample technique by dividing the data into two samples). I would like to know if there is a way I forecast this using STATA given that I am using the output of the AR(3) from the analysis sample to forecast the holdout sample.
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