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Frédéric Karamé
dynare
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503f656d
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503f656d
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6 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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503f656d
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@@ -11724,18 +11724,17 @@ is described with the function ``flip_plan``:
Once the forecast scenario if fully described, the forecast is
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
extended path method for the given forecast scenario (first
argument). The past values of the endogenous and exogenous
variables provided with a dseries class (see :ref:`dseries class
members <dseries-members>`) can be indicated in the second
argument. By default, the past values of the variables are equal
to their steady-state values. The initial date of the forecast can
be provided in the third argument. By default, the forecast will
start at the first date indicated in the ``init_plan``
command. This function returns a dataset containing the historical
argument). The first argument is a handle to the forecast scenario
as created by `init_plan` and associated commands.
The second argument contains the past values of the endogenous and the path
of exogenous variables, in a dseries object (see :ref:`dseries class
members <dseries-members>`). The third argument is the date range of the
forecast, typically the range used when creating the scenario handle.
This function returns a dataset containing the historical
and forecast values for the endogenous and exogenous variables.
...
...
@@ -11751,11 +11750,12 @@ computed with the command ``det_cond_forecast``:
...
smoothed = dseries('smoothed_variables.csv');
fplan = init_plan(2013Q4:2029Q4);
fplan = flip_plan(fplan, 'y', 'u', 'surprise', 2013Q4:2014Q4, [1 1.1 1.2 1.1 ]);
fplan = flip_plan(fplan, 'r', 'e', 'perfect_foresight', 2013Q4:2014Q4, [2 1.9 1.9 1.9 ]);
frng = 2013Q4:2029Q4;
fplan = init_plan(frng);
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.{'r','e'});
...
...
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