My program carry’s out the estimation wel excpet when I try to include the “forecast” command. I have no idea what is worng. Would greatly appreciate your help. I am attaching the mod file. I get the following error
?? Index exceeds matrix dimensions.
Error in ==> forecast at 62
y0(i, = y_smoothed.(v_name)(end-maximum_lag+1:end)+oo_.dr.ys(i);
Error in ==> dynare_estimation at 1397
Error in ==> soe1 at 502
Error in ==> dynare at 68
soe1.mod (13.7 KB)