Forecasting using a loop

Hello to all,

I am working on an out-of-sample expanding window routine for forecasting using a simple DSGE model. The dataset is updating fine with every iteration but after I run the calib_smoother function for the first time it does not update with every iteration of the loop, therefore I always get the same forecast. Does anyone know what can be done to solve this? I uploaded both the .xlsx and the .mod files.
knm_1.xlsx (94.8 KB)
F_evaluation.mod (1.4 KB)

Thank you,

Try

``````% Simple NKM Model
var y, i, r, pi, g, u,v;
varexo eps_g, eps_u, eps_v;

% Parameters

parameters beta, sigma, eta, omega, kappa, rhog,rhou,rhov ,phipi, phiy;

beta = 0.99;
sigma = 1;
eta  = 1;
omega= 0.8;
kappa= (sigma+eta)*(1-omega)*(1-beta*omega)/omega;
rhog = 0.8;
rhou = 0.5;
rhov = 0.5;
phipi= 1.5;
phiy = 0;

% Model equations

model (linear);

y=y(+1)-(1/sigma)*(i-pi(+1))+g;
pi= beta*pi(+1)+kappa*y+u;
i=phipi*pi+phiy*y+v;
r=i-pi(+1);
g = rhog * g(-1) + eps_g;
u = rhou * u(-1) + eps_u;
v = rhov * v(-1) + eps_v;

end;

shocks;
var eps_g; stderr 1;
var eps_u; stderr 1;
var eps_v; stderr 1;
end;

m=3
h=1
forecasts_y = zeros(m, h);
varobs y pi i;
column_names = {'y','i','r','pi','g','u','v'};

for i= 1:m
relevant=Y_matrix(1:(size(Y_matrix,1)-m-h+i),:);
xlswrite("y_fe.xlsx", relevant, 'Sheet1', "A2");
xlswrite("y_fe.xlsx", column_names, 'Sheet1', "A1");
calib_smoother(datafile='y_fe.xlsx',xls_sheet='Sheet1');
smoother2histval;
forecast (periods=1,nograph) y;
forecasts_y(i,:) = oo_.forecast.Mean.y(h);
delete("y_fe.xlsx");
options_.nobs=NaN;
end

``````

It worked perfectly, thank you.