Time Series Analysis in Stata - AR Forecast

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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[@JDEconomics]

Thanks for watching!
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Good luck! JD

[@kayak0000]

I can use this in our hospital, forecasting number of pt admissions and supplies for the incoming years. Ty for the tutorial

[@JDEconomics]

Great!

[@nicolaschapelok]

Best by far! Thanks

[@JDEconomics]

Glad you think so!

[@akamumpapromise707]

What did you fill in on the mean part under simulation

[@messiahjohn228]

please sir, i need the do-file for this lesson

[@JDEconomics]

jdeconomicstore.com/b/stata-forecast

[@scofind1139]

Please doing this with panel data Sir

[@JDEconomics]

Sure. Subscribe to my channel to keep notified!

[@scofind1139]

@@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

[@josegordillo7858]

hello! Maybe you know how to make a Panel VAR (PVAR) in Stata? would you make a video please

[@khuattunglam4841]

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]

what is the 1.645?

[@lutfiyahwidya6328]

Why my number cant be actual number but form 5 to 30 in fc(?) too far

[@JDEconomics]

Im not sure I understand your question. Sorry about that!