Forecast analysis

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Forecast analysis

Postby luishb » Thu May 18, 2017 12:57 pm

Hello, probably this is a stupid question but I have been dealing with it during days and I am not able to figure out.

I want to find the prediction of my model for future periods in order to carry out a pseudo out-of-sample prediction exercise. These variables are stored by dynare in folder oo_ when I run the bayesian estimation or I have to do something else to get them?

Thank you.
luishb
 
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Re: Forecast analysis

Postby jpfeifer » Mon May 22, 2017 4:51 pm

If you estimate your model, your need to provide the
Code: Select all
forecast

option.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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