about model match problom
Posted: Fri Nov 23, 2012 12:14 pm
Hi, everyone!
I obtain the posterior distibution of parameters, IRF and so on.Then I want to know how well the model matchs the realization, so I want to compare the endogeneous
variables to the actual data, such as gdp. I have seen many papers give the dynamic paths of the model data and the actual data. I referred to the User guide, and I am confuesd about 'forecast' command.Does any command in dynare can do this?Please give me an example.
Many thanks!
I obtain the posterior distibution of parameters, IRF and so on.Then I want to know how well the model matchs the realization, so I want to compare the endogeneous
variables to the actual data, such as gdp. I have seen many papers give the dynamic paths of the model data and the actual data. I referred to the User guide, and I am confuesd about 'forecast' command.Does any command in dynare can do this?Please give me an example.
Many thanks!