Forecasting Calibrated Model
Posted: Tue Apr 16, 2013 1:22 pmHI,
I want to forecast calibrated model, when some variables are unobservable. So it is needed to run a smoother and then forecast.
In the mod file with no estimated estimated_params block I wrote:
varobs x xx;
estimation(datafile=xxx,mode_compute=0, smoother, forecast=zz);
But I've got an error. There is an error also when I remove forecast. The mod file works correctly with removed varobs and estimation blocks. I do not know where the problem is. Please, help me with the problem, this is urgent.
Thank you!
I want to forecast calibrated model, when some variables are unobservable. So it is needed to run a smoother and then forecast.
In the mod file with no estimated estimated_params block I wrote:
varobs x xx;
estimation(datafile=xxx,mode_compute=0, smoother, forecast=zz);
But I've got an error. There is an error also when I remove forecast. The mod file works correctly with removed varobs and estimation blocks. I do not know where the problem is. Please, help me with the problem, this is urgent.
Thank you!