Dear all, I using the bvar a la sims and I don´t find the file where the results of forecast are store, Somebody knows where can I find these results, or I have to use some option in the mod-file to get store in some place the forecast?.
I thanks in advance
WG
Hi,
I have just modified the BVAR forecast so that results are stored.
Please update your subversion repository, or use tomorrow’s snapshot.
Basically, results are stored in variable “oo_.bvar.forecast”, and samples are in file “mod_file/bvar_forecast/simulations.mat”. See documentation for BVAR models (in doc/bvar_a_la_sims.pdf) for more informations.
Regards,
Sébastien Villemot