I see in this function is computed Z, T, R, H, Q and alphahat and it returns as output alphahat, T and R among other elements.

I would like to modify DsgeSmoother.m in order to be able to get Z, T, R, H, Q and alphahat and I would like to include this in one structure, in M_. Could you please give me some advices to do this, maybe, what codes should I include?

By another side, I would like to know the order of variables included in apha_t, for example if I declare endogenous variables:

var x z x_obs z_obs
…
and after I declare observed variables:
varobs x_obs z_obs

Does It implies alpha will have this order = [x z x_obs z_obs ]?
And Does it implies y_t will have this order = x_obs z_obs ]?

Dear jpfeifer thank you very much for your help,
I am new in Dynare, so I apologize if my questions seems redundants.

I don’t understand with

Could you please give me more details?
If it is more complicated get Z, T, R, H, Q and alphahat as output saved in M_, I would like to retrieve these matrices after estimation with a simple .m.

By another side.

Where could I see decision rule orden? I appreciate very much your details, please. Is not urgent, but I would be wonderfull with details.

The problem is that you have to make sure that the function that calls the smoother also returns the structure M_ where you want to store the additional objects from the smoother. The best way is to use the unstable version and call

in a

block.
2. The decision rule ordering is documented in the manual in section