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economic
2011 Aug 26
0
out of sample predictions using a probit model
hello all,
I am a beginner at R and not exactly a statistician either. I'm messing
around with a probit model on an enconomic time series. I can get the model
estimated but I have not been able to get it to give me predictions out of
sample data. I'm using the predict function but getting errors. Here is my
code:
#predict a recession 12 months out
#k=12 means 12 months forward
#dates must be trimmed manually
recessi...