I am wondering if anyone could suggest codes on how to forecast the counterfactuals in an ARIMA model. Please see the example data below:
Code:
use http://www.stata.com/courses/nc461-15/nile, clear
tsline discharge, xline(1899)
gen shift_1899 = 0
replace shift_1899 = 1 if year >= 1899
arima discharge shift_1899, arima(1,0,3)
Thanks