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Time Series Analysis in Stata - AR Forecast 

JDEConomics
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Time Series Analisys in Stata - AR Forecast
Produce a time series forecast in STATA using an autoregressive (AR) model. In this time series analysis in stata video tutorial, you will learn how to produce an AR forecast using STATA''s built in forecasting tool.
Learn how to Estimate and forecast Crude oil Prices!
As an example, we will use Brent Crude oil prices series. The series is transformed into growth rates, and then we estimate an autoregressive time series model to estimate the mean and the standard deviation.
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27 ноя 2023

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Комментарии : 10   
@JDEconomics
@JDEconomics 8 месяцев назад
Thanks for watching! 👉🏻Please subscribe to my channel for more content: ru-vid.com/show-UC5P21WGFO4WRUlAiGLcwymg 👉🏻Buy the DO File and support the channel: jdeconomicstore.com/b/stata-forecast Good luck! JD
@nicolaschapelok
@nicolaschapelok 8 месяцев назад
Best by far! Thanks
@JDEconomics
@JDEconomics 8 месяцев назад
Glad you think so!
@akamumpapromise707
@akamumpapromise707 6 месяцев назад
What did you fill in on the mean part under simulation
@josegordillo7858
@josegordillo7858 5 месяцев назад
hello! Maybe you know how to make a Panel VAR (PVAR) in Stata? would you make a video please
@scofind1139
@scofind1139 7 месяцев назад
Please doing this with panel data Sir
@JDEconomics
@JDEconomics 7 месяцев назад
Sure. Subscribe to my channel to keep notified!
@scofind1139
@scofind1139 7 месяцев назад
@@JDEconomics Sir, I followed your method but for fixed effect panel data. But when using the "solve" menu the results are like this. Do you know why this happens? . forecast solve, prefix(fc) begin(2022) periods(5) actuals simulate(beta,s > tatistic(mean, prefix(fc1)) statistic(stddev, prefix(se1))) log(brief) Computing dynamic forecasts for model dwi. ------------------------------------------ Starting period: 2022 Ending period: 2026 Number of panels: 34 Forecast prefix: fc Solving panel 1 missing values encountered Missing values were encountered while attempting to solve the model at time 2022 in panel 1. Forecast for variable IPEI evaluates to missing. r(416); Hope you can help me solve this problem
@khuattunglam4841
@khuattunglam4841 4 месяца назад
missing values encountered Missing values were encountered while attempting to solve the model at time 2023q4. Forecast for variable lnspotff evaluates to missing. r(416); Can someone help me with this error
@SusanChung01
@SusanChung01 2 месяца назад
what is the 1.645?
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