Dear all,

I have two questions. It may be simple for experts.

**Question 1)**

I have an already calibrated DSGE model, and have 100 data point (y, pi, R).

```
# kappa = (1-theta)*(1-theta*beta)/theta;
y = y(+1) - (1/sigma)*(R - pi(+1)) + g;
pi = beta*pi(+1) + kappa*y + z;
R = rhoR*R(-1) + (1-rhoR)*(phipi*pi(+1)+phiy*y) + em;
// process of preference/cost shocks
g = rhog*g(-1) + eg;
z = rhoz*z(-1) + ez;
```

I’d like to get an expectation for R(up to +40 periods) at each 100 data points.

For example,

at t=1, R_1, E_1(R_2), E_1(R_3)… E_1(R_40)

at t=2, R_2, E_2(R_3),… E_2(R_41)

…

at t=100. R_100, E_100(R_101)… E_100(R_139)

How can I do this with dynare? Could anyone just tell me which part of the manual should I read?

**Question 2**

How can I get a simulated values for y, pi, R using the model above and the actual data, so that I can compare the second moments of two series? Could anyone just tell me which part of the manual should I read?

Regards,

Leo.