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Forecast Report

PostPosted: Thu Dec 01, 2011 11:17 pm
by 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

Re: Forecast Report

PostPosted: Wed Dec 21, 2011 4:23 pm
by 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,

Re: Forecast Report

PostPosted: Thu Jan 12, 2012 2:15 pm
by Carmine
SébastienVillemot wrote: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.