Hello,
I am using the rolling_b command for forecasting ----
rolling _b, window(700) recursive saving(beta2, replace): arima dlnindpro, ar (1,2,3,7,10) ma(1,3)
In the beta2 file, this appears
Array
gen P = sigma_b_cons1 + _stat_2*L.dlnindpro+ _stat_3*L2.dlnindpro+ _stat_4*L3.dlnindpro+ _stat_5*L7.dlnindpro+ _stat_6*L10.dlnindpro+ _stat_7*L.dlnindpro+ _stat_8*L3.dlnindpro
Is this right for generating the predictions?
Thank you.
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