# Fan Chart (Predictive Density) - Forecast from a State-Space

**URL:** <https://forum.dynare.org/t/fan-chart-predictive-density-forecast-from-a-state-space/6108>\
**Category:** ML/Bayesian estimation\
**Created:** [26 March 2017 18:05 UTC](https://forum.dynare.org/t/fan-chart-predictive-density-forecast-from-a-state-space/6108 "2017-03-26T18:05:40Z")\
**Posts on this page:** 1\
**Showing post:** 4

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [27 March 2017 07:23 UTC](https://forum.dynare.org/t/fan-chart-predictive-density-forecast-from-a-state-space/6108/4 "2017-03-27T07:23:30Z")

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This is tricky.

```auto
prior_posterior_statistics_core.m
```

creates the forecasts.

```auto
pm3.m
```

computes the deciles. In principle, you can easily access the saved forecasts across draws in the metropolis-subfolder in the FILENAME\_forc\_point\*.mat-files.

At the current stage, forecasts are from the DSGE-model, not the VAR. It is on our to-do list, but we haven’t managed to do it yet. See [github.com/DynareTeam/dynare/issues/819](https://github.com/DynareTeam/dynare/issues/819). A year ago a user started working on it, but it went nowhere as far as I know. But maybe it is helpful: [[Writtng a dsgevar\_forecast function](http://forum.dynare.org/t/writting-a-dsgevar-forecast-function/5445/1))

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