Hello, I am trying to carry out an in sample-prediction analysis for a DSGE model but I am not sure if I am considering the correct output.
I am using the oo_.FilteredVariables.Mean in order to obtain the Forecast error. Is this correct?
Primarily, thank you for the answer.
What I want to get is the the difference between the data generated by the model and the actual data in order to compute the bias. Therefore I guess I just have to subtract from the actual data the filtered variables.