A loop to predict a log-model

[Hasan Ahamed]

For the model,
Y= Y_t-1+X_1t+X_2t+X_3t+e
I want to create a loop to predict future values such that the predicted value for 2019 will automatically be replaced in the lag variable (Y_t-1) in 2020. Can anyone help me to develop this loop?

[Phil Bromiley]

You need to look at the forecast command - it is documented in the time series pdf documentation.