Commit c071df7f authored by Johannes Pfeifer's avatar Johannes Pfeifer
Browse files

Clarify terminology used for filtered variables

Closes #317
parent c8a88872
......@@ -4261,7 +4261,7 @@ option @code{moments_varendo} to be specified.
@item filtered_vars
@vindex oo_.FilteredVariables
@anchor{filtered_vars} Triggers the computation of the posterior
distribution of filtered endogenous variables and shocks. Results are
distribution of filtered endogenous variables/one-step ahead forecasts, i.e. @math{E_{t}{y_{t+1}}}. Results are
stored in @code{oo_.FilteredVariables} (see below for a description of
this variable)
......@@ -4271,12 +4271,10 @@ this variable)
@vindex oo_.SmoothedMeasurementErrors
@vindex oo_.UpdatedVariables
@anchor{smoother} Triggers the computation of the posterior distribution
of smoothered endogenous variables and shocks. Results are stored in
of smoothered endogenous variables and shocks, i.e. the expected value of variables and shocks given the information available in all observations up to the @emph{final} date (@math{E_{T}{y_t}}). Results are stored in
@code{oo_.SmoothedVariables}, @code{oo_.SmoothedShocks} and
@code{oo_.SmoothedMeasurementErrors}. Also triggers the computation of
@code{oo_.UpdatedVariables}, which contains the estimation of the
expected value of variables given the information available at the
@emph{current} date. See below for a description of all these
@code{oo_.UpdatedVariables}, which contains the estimation of the expected value of variables given the information available at the @emph{current} date (@math{E_{t}{y_t}}). See below for a description of all these
variables.
@item forecast = @var{INTEGER}
......
......@@ -301,7 +301,7 @@ if options_.filtered_vars
'',varlist,M_.endo_names_tex,M_.endo_names,...
varlist,'UpdatedVariables',DirectoryName, ...
'_update');
pm3(endo_nbr,gend+1,ifil(4),B,'One step ahead forecast',...
pm3(endo_nbr,gend+1,ifil(4),B,'One step ahead forecast (filtered variables)',...
'',varlist,M_.endo_names_tex,M_.endo_names,...
varlist,'FilteredVariables',DirectoryName,'_filter_step_ahead');
end
......
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