Forecast with seasonalities

[Eli Hadad]

Dear Statalisters

I have a rolling regression where a forecast is done after a VAR. The code is:
forvalues i=32/68 {
var lbrer S.lbrer S2.lbrer
fcast compute m_, step(6)
}

I intend to execute a VAR with one and two seasonalities (S.lbrer ans S2.lbrer) but when the loop is executed an error appears and stops the loop.
I also tried:
forvalues i=32/68 {
var S(0/2).lbrer
fcast compute m_, step(6)
}

What am i doing wrong?

Thanks

Eli Hadad Junior
Universidade Presbiteriana Mackenzie - SP - Brazil
hadad.junior@gmail,com