Hi,

I encountered a bug when using the “forecast” command in version 4.0.3, which is however not a bug in version 4.0.2

First, I present a simple model, then I report the error message.

simple model

var y inf r;

varexo e_y e_inf;

parameters delta sigma alpha kappa gamma1 gamma2;

delta = 0.44;

kappa = 0.18;

alpha = 0.48;

sigma = -0.06;

gamma1 = 1.5;

gamma2 = 0.5;

model(linear);

y = delta*y(-1)+(1-delta) y(+1)*y;

+sigma (r-inf(+1))+e_y;

inf = alphainf(-1)+(1-alpha)inf(+1)

+kappay+e_inf;

r = gamma1inf+gamma2

end;

shocks;

var e_y; stderr 0.63;

var e_inf; stderr 0.4;

end;

steady;

check;

stoch_simul;

forecast;

error message only in version 4.0.3 (and not in version 4.0.2)

??? Undefined function or variable “var_yf”.

Error in ==> forcst at 87

int_width(:,i) = fact*sqrt(var_yf(:,i));

Error in ==> forecast at 103

[yf,int_width] = forcst(oo_.dr,y0,horizon,var_list);

Error in ==> simple1 at 95

info = forecast(var_list_,‘simul’);

Error in ==> dynare at 102

evalin(‘base’,fname) ;