Hi,

I’m trying to make a model that tests the forecasting performance of DSGE models.

In order to make it, here’s what I need:

1- I have 55 observations, and I’d like to test a 8 periods forecasting performance;

2- So with the observation interval [1:47] I’d like to predict the next 8 and compare with the truth value;

3- So with the observation interval [1:48] I’d like to predict the next 7 and compare with the truth value;

4- So with the observation interval [1:49] I’d like to predict the next 6 and compare with the truth value;

… and so on till with observation interval [1:54] I’d like to predict the next 1 and compare with the truth value;

How should I write the estimation part? That’s what I did:

estimation(nograph ,datafile = br_data2, prefilter = 1, nobs = [48:55], mh_nblocks = 2, mh_replic = 10000, mh_drop = 0.45, mh_jscale = 0.35, mode_check,

forecast = 8 ) y pi pi_h w s q i d r pi_f d_y pi_w d_z d_y_star pi_star i_star;

Thanks.