Manual changes related shock_decomposition
@rattoma Open questions are
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oo_.realtime_conditional_shock_decompositionis set but not documented - The description "conditional shock decomposition math{Y(T|T)} conditional on math{Y(T|T-1)}, i{i.e.} math{Y(t|T)} for math{t=[T-1@dots{}T]}." cannot be right. There is something of with the range of t, I guess
- I am confused by mixture between the information set and forecast horizon. The
realtime_shock_decompositionmanual entry always only conditions on T-1, but it takes a generalforecastoption. It seems there is something missing in the description, most probably with respect to the forecast shock decomposition -
WriteShockDecomp2Exceluses a file calledxlwrite. Is this a file for MAC one needs to install? - The
pooledis not defined. You refer toplot_shock_decomposition, but there is nothing there - I don't understand the part about
vintage. It can take values from 0 to 4. But then you repeat the description ofrealtime, suggesting that the meaning of the four options changes if realtime has a different value