| FC The FC command uses a set of regression coefficients and a
set of data to compute predicted values of the dependent variable and compare the predictions to the actual values.
The format of the FC command when you are using the estimated
coefficients from the previous regression, is:
FC / options
The format when reading in all the coefficients is:
FC depvar indeps / options
COEF=
The available options are:
| Option |
Description |
|
AFCSE
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Used with BLUP or IBLUP option.
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BLUP,IBLUP
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Used in autoregressive models when the user wishes the predicted values to be adjusted with the lagged residual, thereby giving the best linear unbiased predictions.
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DYNAMIC
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Performs DYNAMIC forecasts for models with a lagged dependent variable.
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FIXED
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Used with FIXED effects POOL models.
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MAX
|
Equivalent to the LIST, GF, and RSTAT options.
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MEANPRED
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Calculates the forecast standard errors for the case of mean prediction. The default method is to calculate forecast standard errors for the case of individual prediction.
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PERCENT
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Displays the percentage change in the actual and predicted values.
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CSNUM=
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Specifies the cross-section to use on a Pooled Cross-Section Time-Series model.
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ESTEND=
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Specifies the last observation of the estimation for the AUTO and POOL models.
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FCSE=
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Saves the Forecast Standard Errors.
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NC=
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Specifies the number of cross-sections in a Pooled Cross-Section Time-Series model.
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When the COEF= option is given the following options may be used:
| Option |
Description |
|
NOCONSTANT
|
Forced through the origin. No intercept should be included.
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UPPER
|
Used when a TOBIT model is being run with the FC command.
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LIMIT=
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Used when MODEL=TOBIT is specified.
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MODEL=
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Specifies the model as : AUTO, BOX, LOGIT, OLS, POOL, PROBIT or TOBIT.
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ORDER=
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Specifies the order for the model for MODEL=AUTO.
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POOLSE=
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Specifies the standard error of the cross-section in a Pooled Cross-Section Time-Series model when POOL=TOBIT.
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RHO=
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Specifies a value of the first-order autoregressive parameter for the regression.
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SRHO=
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Used with the RHO= option to specify a value of the second order rho in a second order autoregressive model.
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Also available on the FC command are the
GF, LIST, BEG=, END=, PREDICT= and RESID= options as defined for
OLS.
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