![]() This allows you to input a series of forecasts which can't be generated by EQUATION or MODEL -based forecasting calculations. This provides the same information as the start parameter.įORECASTS= (input) VECT of forecasts The same information can be input using the FROM option.įROM = starting period of the forecast interval You have to code the re-estimation yourself. When you apply the forecasting form of THEIL, RATS uses the current estimates to generate sets of forecasts beginning in the re-estimation interval periods after start. Use ESTIMATE if you re-estimate the model at some interval other than every period (or never). When evaluating a nonlinear model (created by the GROUP instruction and specified by the MODEL option), you can use these three options to control various aspects of the model-solving procedure. ITERS = iteration limit for solution algorithm ĭAMP = damping factor(1 = no damping) If you use this, omit the “list of equation” supplementary card. MODELs are usually created by GROUP or SYSTEM. Of the two ways to input the form of the model to be evaluated (the other is using the list on the supplementary card), this is the more convenient and is the only way to forecast with a set of FRMLs. TO defaults to the standard workspace length. Since THEIL needs to compare the forecasts with actual data, it will not compute any forecasts for periods beyond that period. Use TO to indicate the last period in the sample. Use STEPS to indicate the number of forecast steps (periods) to compute. The steps and dataend parameters used in previous versions have been replaced by options of the same names. List the equations on the supplementary card if you are not using the MODEL option. This takes the forecast statistics and prints a table for each variable in the model.
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