MJ: Reference to non-existent field 'Forecast'.

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MJ: Reference to non-existent field 'Forecast'.

Postby reubenpjacob » Tue Apr 10, 2007 3:58 pm

Hi MJ,
i get the following message when i try to estimate with my subsample. it is strange as i have not used the forecast command.
could you please check?


here is the command i used

estimation(datafile=April_Use_inf,presample=1 ,nobs =([51:143]),mh_nblocks=1, mh_replic=0, mh_jscale=0.5, mode_compute=4,mode_check,bayesian_irf) S RFD RTB C CSTAR R RSTAR ;



and here is the output after the posterior mode was computed



??? Error using ==> eval
Reference to non-existent field 'Forecast'.

Error in ==> dynare_estimation at 1246
eval(['oo_.RecursiveForecast.Mean.' varlist(i,:) '(' int2str(iter1) ',:) =' ...

Error in ==> one at 365
dynare_estimation(var_list_);

reuben
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Postby MichelJuillard » Fri Apr 13, 2007 7:29 am

nobs=([51:143]) means estimate the model over and over again for every subsample going from observation 1 to observation 51 to 143. I doubt that it is what you want to do and anyway the only use of this syntax is to do "running" forecasts increasing the sample by one observation everytime.

If you want to estimate for the subsample [51; 143], you should write the options
firstobs=51,nobs=93


Best

Michel
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