I am trying to forecast an estimated model. The guide to dynare states that this can be done by specifying ‘forecast’ in the estimation command line. The following is my command line:
estimation(datafile=datapull,first_obs=50,mh_nblocks = 1,nobs=200,mode_compute=4,mh_replic=0,mode_check,forecast=40);
and the output for structure oo_ is:
posterior_mode: [1x1 struct] posterior_std: [1x1 struct] MarginalDensity: [1x1 struct] SmoothedVariables: [1x1 struct] FilteredVariables: [1x1 struct] SmoothedShocks: [1x1 struct]
The substructure ‘forecast’ should be in oo_ but it isn’t. Can you tell me how to correct the syntax to get the forecasting option to work? If it can’t be done from the estimation command line then can it be done some other way?
Thanks in advance