Meaning of oo_PointForecast.Distribution
Posted: Fri Jan 06, 2012 1:29 pmDear all,
We have just installed version Dynare 4.2.2 and still trying to work on the examples. Unfortunately, we have already some questions about the meaning of the variables in oo_.PointForecast.Distribution, for which we couldn't find an answer in the reference manual or in this forum:
- Do they represent the deciles of the distribution (10%,..., 90%)? If so, can we change the percentiles?
- How many simulations are performed in order to obtain the distributions (assuming that they are calculated by means of simulation...). If this is the case, is it possible to recover the simulated trajectories (and eventually change the number of simulated paths) ?
Thank you very much,
Jose
We have just installed version Dynare 4.2.2 and still trying to work on the examples. Unfortunately, we have already some questions about the meaning of the variables in oo_.PointForecast.Distribution, for which we couldn't find an answer in the reference manual or in this forum:
- Do they represent the deciles of the distribution (10%,..., 90%)? If so, can we change the percentiles?
- How many simulations are performed in order to obtain the distributions (assuming that they are calculated by means of simulation...). If this is the case, is it possible to recover the simulated trajectories (and eventually change the number of simulated paths) ?
Thank you very much,
Jose