Commit 35a2f38d authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast

Closes: #199
parent fb147574
......@@ -4087,8 +4087,13 @@ variables.
@vindex oo_.forecast
@anchor{forecast} Computes the posterior distribution of a forecast on
@var{INTEGER} periods after the end of the sample used in
estimation. The result is stored in variable @code{oo_.forecast}
(@pxref{Forecasting})
estimation. If no Metropolis-Hastings is computed, the result is
stored in variable @code{oo_.forecast} and corresponds to the forecast
at the posterior mode. If a Metropolis-Hastings is computed, the
distribution of forecasts is stored in variables
@code{oo_.PointForecast} and
@code{oo_.MeanForecast}. @xref{Forecasting}) for a description of
these variables.
@item tex
@anchor{tex} Requests the printing of results and graphs in TeX tables
......@@ -4597,7 +4602,7 @@ more details.
@section Forecasting
On a calibrated model, forecasting is done using the @code{forecast}
command. On an estimated command, use the @code{forecast} option of
command. On an estimated model, use the @code{forecast} option of
@code{estimation} command.
It is also possible to compute forecasts on a calibrated or estimated
......@@ -4678,8 +4683,9 @@ forecast;
@defvr {MATLAB/Octave variable} oo_.forecast
Variable set by the @code{forecast} command, or by the
@code{estimation} command if used with the @code{forecast}
option. Fields are of the form:
@code{estimation} command if used with the @code{forecast} option and
if no Metropolis-Hastings has been computed (in that case, the
forecast is computed for the posterior mode). Fields are of the form:
@example
@code{oo_.forecast.@var{FORECAST_MOMENT}.@var{VARIABLE_NAME}}
@end example
......@@ -4715,6 +4721,37 @@ Standard deviation of the posterior distribution of forecasts
@end defvr
@defvr {MATLAB/Octave variable} oo_.PointForecast
Set by the @code{estimation} command, if it is used with the
@code{forecast} option and if either @code{mh_replic > 0} or
@code{load_mh_file} option is used.
Contains the distribution of forecasts taking into account the
uncertainty about both parameters and shocks.
Fields are of the form:
@example
@code{oo_.PointForecast.@var{MOMENT_NAME}.@var{VARIABLE_NAME}}
@end example
@end defvr
@defvr {MATLAB/Octave variable} oo_.MeanForecast
Set by the @code{estimation} command, if it is used with the
@code{forecast} option and if either @code{mh_replic > 0} or
@code{load_mh_file} option is used.
Contains the distribution of forecasts where the uncertainty about
shocks is averaged out. The distribution of forecasts therefore only
represents the uncertainty about parameters.
Fields are of the form:
@example
@code{oo_.MeanForecast.@var{MOMENT_NAME}.@var{VARIABLE_NAME}}
@end example
@end defvr
@deffn Command conditional_forecast (@var{OPTIONS}@dots{}) [@var{VARIABLE_NAME}@dots{}];
@descriptionhead
......
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