smoothing, filtering etc

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smoothing, filtering etc

Postby KarlWalentin » Fri Dec 14, 2007 9:25 am

I need advice on how to get ANY smoothed or filtered endogenous variable output from Dynare 4. I am also uncertain on what functionality in this area that has been implemented yet (the Userguide is unclear on this point.

E.g., I get the following error if I give the option "smoother" to the estimation command in Dynare 4.

??? Undefined function or variable "MAX_nforc1".

Error in ==> PosteriorFilterSmootherAndForecast at 203
if irun6 > MAX_nforc1

Error in ==> dynare_estimation at 853
PosteriorFilterSmootherAndForecast(data,gend,'posterior');

---
above depends on horizon!=0, b/c I have resuquested any forecast output. If I turn on the forecast option I get other errors, presumably b/c forecast functionaly has not been included yet.

I am using the Dynare 4 version from Nov 28th, 2007.
KarlWalentin
 
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Joined: Wed Feb 21, 2007 4:22 pm

Postby KarlWalentin » Fri Dec 14, 2007 10:08 am

I noted that the SVN from yesterday (Dec 13th) seems to have solved the problem I mentioned with smoother in my last post.

Karl
KarlWalentin
 
Posts: 16
Joined: Wed Feb 21, 2007 4:22 pm


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