From 230198d4b36eabc96bb6545715c4e11d566d53ac Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 10 Apr 2013 10:44:24 +0200
Subject: [PATCH] Clarify terminology used for filtered variables
Closes #317
(cherry picked from commit c071df7f787b59fd59fe21fd62f7d5967a1320b4)
---
doc/dynare.texi | 8 +++-----
matlab/prior_posterior_statistics.m | 2 +-
2 files changed, 4 insertions(+), 6 deletions(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index 18b7ad52e8..e2ab94320d 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -4169,7 +4169,7 @@ option @code{moments_varendo} to be specified.
@item filtered_vars
@vindex oo_.FilteredVariables
@anchor{filtered_vars} Triggers the computation of the posterior
-distribution of filtered endogenous variables and shocks. Results are
+distribution of filtered endogenous variables/one-step ahead forecasts, i.e. @math{E_{t}{y_{t+1}}}. Results are
stored in @code{oo_.FilteredVariables} (see below for a description of
this variable)
@@ -4179,12 +4179,10 @@ this variable)
@vindex oo_.SmoothedMeasurementErrors
@vindex oo_.UpdatedVariables
@anchor{smoother} Triggers the computation of the posterior distribution
-of smoothered endogenous variables and shocks. Results are stored in
+of smoothered endogenous variables and shocks, i.e. the expected value of variables and shocks given the information available in all observations up to the @emph{final} date (@math{E_{T}{y_t}}). Results are stored in
@code{oo_.SmoothedVariables}, @code{oo_.SmoothedShocks} and
@code{oo_.SmoothedMeasurementErrors}. Also triggers the computation of
-@code{oo_.UpdatedVariables}, which contains the estimation of the
-expected value of variables given the information available at the
-@emph{current} date. See below for a description of all these
+@code{oo_.UpdatedVariables}, which contains the estimation of the expected value of variables given the information available at the @emph{current} date (@math{E_{t}{y_t}}). See below for a description of all these
variables.
@item forecast = @var{INTEGER}
diff --git a/matlab/prior_posterior_statistics.m b/matlab/prior_posterior_statistics.m
index 8eb763508d..625f10e00c 100644
--- a/matlab/prior_posterior_statistics.m
+++ b/matlab/prior_posterior_statistics.m
@@ -301,7 +301,7 @@ if options_.filtered_vars
'',varlist,M_.endo_names_tex,M_.endo_names,...
varlist,'UpdatedVariables',DirectoryName, ...
'_update');
- pm3(endo_nbr,gend+1,ifil(4),B,'One step ahead forecast',...
+ pm3(endo_nbr,gend+1,ifil(4),B,'One step ahead forecast (filtered variables)',...
'',varlist,M_.endo_names_tex,M_.endo_names,...
varlist,'FilteredVariables',DirectoryName,'_filter_step_ahead');
end
--
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