Point Forecasting

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Point Forecasting

Postby MelleMa » Tue Oct 11, 2016 5:41 pm

Hello,

could anybody answer my question, please?

My estimation line is as folows:

estimation(datafile=dataset_variate,mh_replic = 50000,mode_file=version1_mode, mode_compute=6,mh_nblocks= 2,mh_drop=0.2,mh_jscale=0.35,order=1,mode_check,irf=0, forecast=8, graph_format=none)

I supposed to have 8 forecasts for each variables (for T+1, T+2, ..., T+8 where T is the last observation of my dataset), but I have 9 forecasts for each variable.

Why is it so?

Thanks a lot for your attention to my question!
Sorry if the answer exists somewhere in the forum, I was looking for but I found nothing.
MelleMa
 
Posts: 7
Joined: Tue Oct 11, 2011 12:00 pm

Re: Point Forecasting

Postby jpfeifer » Tue Oct 11, 2016 7:17 pm

Please try the unstable version. In 4.4.3 the Bayesian forecasts stored the initial values as well. See http://www.dynare.org/DynareWiki/KnownBugs
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Location: Cologne, Germany


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