input data issue for conditional forecast
Posted: Thu Jan 22, 2015 7:01 am
Hi, I plan to use "conditional forecast" command to compute the shocks given values of endogenous variables. My question is related the data input of endogenous variables values. I noticed that there is "conditional_forecast_paths" command to specify those values. However, it has to follow the format:
conditional_forecast_paths;
var xx;
periods 1:n;
values xx xxx xx;
end;
But I have 21 endogenous values with 60 periods. I am wondering if there's a more efficient, easier way to input these data. For example, in the estimation command, we could specify the data set using options datafile = xxx. I wonder if there's a similar option under "conditional_forecast" command. Thanks a lot.
conditional_forecast_paths;
var xx;
periods 1:n;
values xx xxx xx;
end;
But I have 21 endogenous values with 60 periods. I am wondering if there's a more efficient, easier way to input these data. For example, in the estimation command, we could specify the data set using options datafile = xxx. I wonder if there's a similar option under "conditional_forecast" command. Thanks a lot.