From a1204b579adef9626f12dc02231f59a9ffaeca23 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Fri, 10 Aug 2012 15:06:19 +0200
Subject: [PATCH] bvar_forecast does not provide in-sample forecasting
capabilities
---
doc/bvar-a-la-sims.tex | 4 ++--
doc/dynare.texi | 4 ++--
2 files changed, 4 insertions(+), 4 deletions(-)
diff --git a/doc/bvar-a-la-sims.tex b/doc/bvar-a-la-sims.tex
index ca1621a41b..79c7dddb77 100644
--- a/doc/bvar-a-la-sims.tex
+++ b/doc/bvar-a-la-sims.tex
@@ -27,7 +27,7 @@
\author{S\'ebastien Villemot\thanks{Paris School of Economics and
CEPREMAP. E-mail:
\href{mailto:sebastien.villemot@ens.fr}{\texttt{sebastien.villemot@ens.fr}}.}}
-\date{First version: September 2007 \hspace{1cm} This version: September 2011}
+\date{First version: September 2007 \hspace{1cm} This version: August 2012}
\maketitle
@@ -503,7 +503,7 @@ The command will actually compute the marginal density for several models: first
\subsection{Forecasting}
-The syntax for computing forecasts is:
+The syntax for computing (out-of-sample) forecasts is:
\medskip
\texttt{bvar\_forecast(}\textit{options\_list}\texttt{) }\textit{max\_number\_of\_lags}\texttt{;}
diff --git a/doc/dynare.texi b/doc/dynare.texi
index 982a7356d9..86ba276e3d 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -4987,8 +4987,8 @@ declared in @code{conditional_forecast}.
@end deffn
@deffn Command bvar_forecast ;
-This command computes in-sample or out-sample forecasts for an
-estimated BVAR model, using Minnesota priors.
+This command computes (out-of-sample) forecasts for an estimated BVAR
+model, using Minnesota priors.
See @file{bvar-a-la-sims.pdf}, which comes with Dynare distribution,
for more information on this command.
--
GitLab