BVAR forecast

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BVAR forecast

Postby wgonzalez » Wed Nov 28, 2007 2:17 pm

Dear all, I using the bvar a la sims and I don´t find the file where the results of forecast are store, Somebody knows where can I find these results, or I have to use some option in the mod-file to get store in some place the forecast?.

I thanks in advance

WG
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Postby SébastienVillemot » Fri Dec 07, 2007 2:35 pm

Hi,

I have just modified the BVAR forecast so that results are stored.
Please update your subversion repository, or use tomorrow's snapshot.

Basically, results are stored in variable "oo_.bvar.forecast", and samples are in file "mod_file/bvar_forecast/simulations.mat". See documentation for BVAR models (in doc/bvar_a_la_sims.pdf) for more informations.

Regards,

Sébastien Villemot
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