I have a doubt, in the ARDL models with stata can they be run with a daily frequency, specifically with a daily frequency within a business calendar? I ask because I am trying to run a model with those characteristics but Stata gives me an error at the time of the forecast. the error says "begin(td(19may2017)) out of range Time variable date_chil runs from 29oct2007 through 12jan2022. To forecast beyond the end of this dataset you must use tsappend to expand the dataset, and you must populate the exogenous variables in the model." but the depth of my data is from October 27, 2007 to January 12, 2022
thank you
0 Response to ARDL with daily frequency and with a business calendar
Post a Comment