Filtered variables

[dajmcdon]

This question was answered previously

Three Questions about estimation and simulating data

Hi, Guys: I am sorry I just throw the questions here, instead of searching for the answers myself. First, is there an option in Dynare that I can simulate the whole series of observed data based on the identified shock in the estimation. The purpose is to contrast the model generated data and the actual observations. Second, it is about the smoothed shock figures popping out after estimation. What is the smoothing filter used in it ? Third, when I use Bayesian Method embodied in Dynare some…

but I just wanted to make entirely sure that it is correct. I want to find one-step ahead forecast errors for my data after estimating a DSGE. I have been using the filtered variable in oo_.FilteredVariables.VARNAME and removing the first observation from that series. Is this correct or is the last value actually the forecast for time T+1, in which case I should be removing that?

Thanks.