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Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Out-of-sample forecasting
Out-of-sample forecasting

Hello,

I'm trying to forecast an arima(1,0,1) model with 4 variables out of sample. The dataset runs from 2014-2016 and has been tsset.

When I have estimated the model I use the command: predict fc1, dynamic(tw(2017w1)) y
The problem is that the model is only forecasted within the sample and returns missing values as soon as it reaches out-of-sample.
I have no missing observations in the model.

Can you help me with solving this issue?

Best regards,
Martin

BJ Data Tech Solution

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