Dynare forums

Hi,
After ML estimation of a model, how can we generate the actual and predicted values of the variables? Where do the fitted values stored in?

Thanks,
m.

Hi all,
Does anyone know how to plot the actual and fitted variables after estimation in dynare? Thanks

m.

I'm also wondering about that.

How do you do it with bayesian estimation?

I'm trying to figure this out as well. Could someone please provide this information?

See Larry Christiano's comment on generating a historical decomposition.

Essentially you take the smoothed initial values of the variables, and the series for the smoothed shocks, and use the simult_ command. The decision rules for the simulation are stored in oo_.dr.