Pr(R_(t+1,t+k)=1)=1/(1+e^(-(δ_0+δ_1 〖Spread〗_t)) )
Where t is the current period, R_(t+1,t+k)=1 means there is recession in period t+1 and t+k, k is the predicted period that will be 2 and 4 representing two quarters and one year respectively. 〖Spread〗_t is the difference between 10 year interest rate and 3 month interest rate of treasury bonds at time t as well.
如上 需要预测R在未来k个period 内发生的概率 用stata怎么弄啊
求助各路大神