语子不语 发表于 2013-8-3 15:05 
求助,forecast(g,e,d)括号内的是啥意思?为啥有的是(g,e).多谢各位!
g: Graph the forecasts together with the ±2 standard error bands. 
e: Produce the forecast evaluation table. 
d: In models with implicit dependent variables, forecast the entire expression rather than the normalized variable. 比如有序列 y和x, 我们做如下回归: ls d(y) c x, 即y的差分d(y)对 c 和x 进行回归,这里d(y) 就是 所谓的 implicit dependent variable。 加了d这个参数,则产生d(y)的预测系列, 如果没加d, 则是产生y的预测。
举个例子:
create u 100
series y=nrnd
series x=nrnd
equation eq1.ls d(y) c x
forecast(g,e) yf      
forecast(g,e,d) dyf 
smpl 1 1
series ym = y
smpl 2 @last
ym = ym(-1) + dyf
show yf  ym