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Dynare
dynare
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503f656d
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503f656d
authored
8 months ago
by
Sébastien Villemot
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Manual: fix description of “det_cond_forecast” command
Closes: #1899
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doc/manual/source/the-model-file.rst
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...
@@ -11724,18 +11724,17 @@ is described with the function ``flip_plan``:
...
@@ -11724,18 +11724,17 @@ is described with the function ``flip_plan``:
Once the forecast scenario if fully described, the forecast is
Once the forecast scenario if fully described, the forecast is
computed with the command ``det_cond_forecast``:
computed with the command ``det_cond_forecast``:
.. matcomm:: DSERIES = det_cond_forecast (HANDLE
[
, DSERIES
[
, DATES
]]
);
.. matcomm:: DSERIES = det_cond_forecast (HANDLE, DSERIES, DATES);
Computes the forecast or the conditional forecast using an
Computes the forecast or the conditional forecast using an
extended path method for the given forecast scenario (first
extended path method for the given forecast scenario (first
argument). The past values of the endogenous and exogenous
argument). The first argument is a handle to the forecast scenario
variables provided with a dseries class (see :ref:`dseries class
as created by `init_plan` and associated commands.
members <dseries-members>`) can be indicated in the second
The second argument contains the past values of the endogenous and the path
argument. By default, the past values of the variables are equal
of exogenous variables, in a dseries object (see :ref:`dseries class
to their steady-state values. The initial date of the forecast can
members <dseries-members>`). The third argument is the date range of the
be provided in the third argument. By default, the forecast will
forecast, typically the range used when creating the scenario handle.
start at the first date indicated in the ``init_plan``
This function returns a dataset containing the historical
command. This function returns a dataset containing the historical
and forecast values for the endogenous and exogenous variables.
and forecast values for the endogenous and exogenous variables.
...
@@ -11751,11 +11750,12 @@ computed with the command ``det_cond_forecast``:
...
@@ -11751,11 +11750,12 @@ computed with the command ``det_cond_forecast``:
...
...
smoothed = dseries('smoothed_variables.csv');
smoothed = dseries('smoothed_variables.csv');
fplan = init_plan(2013Q4:2029Q4);
frng = 2013Q4:2029Q4;
fplan = flip_plan(fplan, 'y', 'u', 'surprise', 2013Q4:2014Q4, [1 1.1 1.2 1.1 ]);
fplan = init_plan(frng);
fplan = flip_plan(fplan, 'r', 'e', 'perfect_foresight', 2013Q4:2014Q4, [2 1.9 1.9 1.9 ]);
fplan = flip_plan(fplan, 'y', 'u', 'surprise', frng(1:4), [1 1.1 1.2 1.1]);
fplan = flip_plan(fplan, 'r', 'e', 'perfect_foresight', frng(1:4), [2 1.9 1.9 1.9]);
dset_forecast = det_cond_forecast(fplan, smoothed);
dset_forecast = det_cond_forecast(fplan, smoothed
, frng
);
plot(dset_forecast.{'y','u'});
plot(dset_forecast.{'y','u'});
plot(dset_forecast.{'r','e'});
plot(dset_forecast.{'r','e'});
...
...
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Sébastien Villemot
@sebastien
mentioned in commit
de66e6ff
·
8 months ago
mentioned in commit
de66e6ff
mentioned in commit de66e6ff1b24b4a5285f882dc5bdeb492f8bc2ab
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