Is it somehow possible (or is it planned to be implemented in next releases) to perform conditional forecasting using constrained paths of different lengths? For example, I want to constrain the interest rate path for the next 4 periods, but the exchange rate for the next quarter only.
Trying to do this with ‘conditional_forecast’ resulted in obvious error of
conditional_forecast_paths: all constrained paths must have the same length!
I did not manage yet to successfully use the ‘flip_plan’ procedure for conditional forecasting, but some preliminary attempts with different lengths for individual constrained paths resulted in error:
Attempted to access constraint_index.%cell(2); index out of bounds because numel(constraint_index.%cell)=1.
Error in det_cond_forecast (line 427)
indx_x(l2) = length(controlled_varexo) + pf * (ii - 2) + constraint_index{k + ii - 1}(pf_c);
With ‘perfect_foresight’ option and equal lengths of constrained paths, the simulation is performed fine (although I still have some issues interpreting the results).
Thank you!