Hi,
After ML estimation of a model, how can we generate the actual and predicted values of the variables? Where do the fitted values stored in?
Thanks,
m.
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forecast chart2
by mtv20 » Tue Apr 29, 2008 7:09 pm
Hi all,
Does anyone know how to plot the actual and fitted variables after estimation in dynare? Thanks
m.
Does anyone know how to plot the actual and fitted variables after estimation in dynare? Thanks
m.
- mtv20
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Re: Forecast chart
by dnlang » Wed Jul 22, 2009 8:49 pm
I'm trying to figure this out as well. Could someone please provide this information?
- dnlang
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Re: Forecast chart
by otb » Fri Aug 07, 2009 1:03 pm
See Larry Christiano's comment on generating a historical decomposition.
Essentially you take the smoothed initial values of the variables, and the series for the smoothed shocks, and use the simult_ command. The decision rules for the simulation are stored in oo_.dr.
Essentially you take the smoothed initial values of the variables, and the series for the smoothed shocks, and use the simult_ command. The decision rules for the simulation are stored in oo_.dr.
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