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 = deltay(-1)+(1-delta)y(+1)
+sigma (r-inf(+1))+e_y;
inf = alphainf(-1)+(1-alpha)inf(+1)
+kappay+e_inf;
r = gamma1inf+gamma2y;
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) ;