JuRa
December 8, 2009, 12:24pm
1
I have Dynare version 4.0.4. When I run this command:
stoch_simul(irf=0,order=1,noprint);
forecast(periods=20);
I get an error meassege:
??? Attempted to access ex(21,:); index out of bounds because size(ex)=[20,1].
Error in ==> simultxdet at 73
y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghxtempx+dr.ghu …
Error in ==> forecast at 120
[yf,int_width] = simultxdet(y0,ex,oo_.exo_det_simul,…
Error in ==> Aino_170107_TempVat_ExpII at 1527
info = forecast(var_list_,‘simul’);
Using the second order appr. however works
stoch_simul(irf=0,order=2,noprint);
forecast(periods=20);
In simultxdet funtion its written lin lines 73-74:
y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghxtempx+dr.ghu …
ex(i,:)’;
should it be written
y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghxtempx+dr.ghu …
ex(i-ykmin,:)’;
?
After this change, I can take first order appr. and run forecast. The results seems to be ok. Is there some other problem with this change.
Jukka
Dear Yukka,
how do use the exogenous variables in your model, can you send me your code? Don’t you use something like e(+1) for an exogenous variable e?
Pavel
Hi,
Just for your information, the next release of Dynare (4.1) will accept leads and lags on exogenous variables.
Best
faical
December 15, 2009, 9:59pm
4
Hi
I want to make forecast of a variable say YGAP, I need numbers in my forecast not graphs, Can you give me a hint ? I wrote these lines but It doesn t help
estimation(datafile=mydata,mh_replic=10000,mode_check,nobs=45,forecast=6,IRF=0);
stoch_simul(order=1,nocorr,nomoments) ;
forecast ;
I thank you in advance.
JuRa
December 16, 2009, 10:25am
5
I am not apple to suppress plotting in version 4 in the same fashion than in version 3.
"forecast (periods = 200) x; "
does not work. I get the error message
??? Attempted to access var_yf(:,2); index out of bounds because
size(var_yf)=[200,1].
Error in ==> simultxdet at 150
int_width(:,i) = fact*sqrt(var_yf(:,i))’;
Error in ==> forecast at 120
[yf,int_width] = simultxdet(y0,ex,oo_.exo_det_simul,…
Error in ==> BL_APADJ_4 at 1120
info = forecast(var_list_,‘simul’);
Error in ==> dynare …
I’m wondering the same myself in the other topic.
Jukka