forecast — computes a simulation of a stochastic model from a given state
forecast
[(OPTION
[, OPTION
...])] [VARIABLE_NAME
] [[,] VARIABLE_NAME
...] ;
forecast computes a simulation of a stochastic model from an arbitrary initial point.
When the model also contains deterministic exogenous shocks, the simulation is computed conditionaly to the agents knowing the future values of the deterministic exogenous variables.
forecast must be called after stoch_simul.
forecast plots the trajectory of endogenous variables. When a list of variable names follows the command, only those variables are plotted. A 90% confidence interval is plotted around the mean trajectory. Use option conf_sig
to change the level of the confidence interval.
The following variables are set in structure oo_
:
oo_.forecast.Mean.
: mean forecast of endogenous variablesVARIABLE_NAME
oo_.forecast.HPDinf.
: lower bound of a confidence interval around the forecastVARIABLE_NAME
oo_.forecast.HPDsup.
: upper bound of a confidence interval around the forecastVARIABLE_NAME
oo_.forecast.Exogenous.
: trajectory of the deterministic exogenous variablesVARIABLE_NAME