Julia functions
Dynare.forecasting!
— Functionforecasting!(; periods::Integer,
forecast_mode::ForecastModes,
context::Context=context,
datafile::String="",
first_obs::PeriodsSinceEpoch=Undated(typemin(Int)),
first_period::PeriodsSinceEpoch=Undated(0),
last_obs::PeriodsSinceEpoch=Undated(typemin(Int)),
order::Integer=1)
computes an unconditional forecast of the variables of the model
Keyword arguments
periods::Integer
: number of forecasted periods [required]forecast_mode::ForecastModes
: one ofhistval
orcalibsmoother
[required]datafile::String
: file with the observations for the smootherfirst_obs::PeriodsSinceEpoch
: first period used by smoother (default: first observation in the file)first_period::PeriodsSinceEpoch
: initial_period for the forecast (default when histval: Undated(0), default when calibsmoother: last period of the smoother)last_obs::PeriodsSinceEpoch
: last period used by smoother (default: last observation in the file)order::Integer
: order of local approximation
Dynare.recursive_forecasting!
— Functionrecursive_forecasting!(; Np::Integer,
first_period::PeriodsSinceEpoch=Undated(typemin(Int)),
last_period::PeriodsSinceEpoch=Undated(typemax(Int)),
context::Context=context,
datafile::String="",
first_obs::PeriodsSinceEpoch=Undated(typemin(Int)),
last_obs::PeriodsSinceEpoch=Undated(typemax(Int)),
order::Integer=1)
computes an unconditional recursive forecast by adding one period to the sample used for the smoother before forecasting over Np
periods.
Keyword arguments
Np::Integer
: number of forecasted periods [required]first_period::PeriodsSinceEpoch
: initial period of first forecast [required]last_period::PeriodsSinceEpoch
: initial period of last forecast [required]datafile::String
: file with the observations for the smootherfirst_obs::PeriodsSinceEpoch
: first period used by smoother (default: first observation in the file)last_obs::PeriodsSinceEpoch
: last period used by smoother (default: last observation in the file)order::Integer
: order of local approximation