Manual changes related shock_decomposition
@rattoma Open questions are
-
oo_.realtime_conditional_shock_decomposition
is 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_decomposition
manual entry always only conditions on T-1, but it takes a generalforecast
option. It seems there is something missing in the description, most probably with respect to the forecast shock decomposition -
WriteShockDecomp2Excel
uses a file calledxlwrite
. Is this a file for MAC one needs to install? - The
pooled
is 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