Conditional Forecasts with a Kalman Filter


I have a quick question about conditional forecasts. With the conditional_forecast command you need to set which shocks are responsible for the path of the conditional forecast. Is it possible to use a Kalman filter to make multiple shocks the cause of the conditional forecast?



One more thing,

For the forecast command which produces the “Mean of the posterior distribution of forecasts” and the “Median of the posterior distribution of forecasts”.

Does this refer to to the forecasts produced using the mean of the posterior, or the mean forecast from repeated sampling of the posterior?