Forecast Report

[bogmunds]

After forecasting from an estimated model, how do I recover the forecast values in a form other than a plot? For example, if I forecast the output gap is there an output file produced that contains the values of the forecasts or can i export the values to excel ?

I'm using octave 3.2.4 and Dynare 4.2.3

[SébastienVillemot]

If forecasting without metropolis, output will be in oo_.forecast (documented in the reference manual).

If forecasting after a metropolis, output will be in oo_.MeanForecast and oo_.PointForecast (still needs to be documented).

Best,

[Carmine]

If forecasting without metropolis, output will be in oo_.forecast (documented in the reference manual).

If forecasting after a metropolis, output will be in oo_.MeanForecast and oo_.PointForecast (still needs to be documented).

Best,

Hi Sebastian, I have two question:
What is different between MeanForecast and PointForecast? Do they both come from the same distribution?
Is it true that for the Del Negro - Schorfheide dsgevar forecasting is not possible?
Many thanks.