# In-sample prediction

**URL:** https://forum.dynare.org/t/in-sample-prediction/6248
**Category:** Dynare help (legacy posts)
**Created:** [6 June 2017 12:58 UTC](https://forum.dynare.org/t/in-sample-prediction/6248 "2017-06-06T12:58:49Z")
**Posts on this page:** 3
**Page:** 1

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### Author: ![luishb](https://forum.dynare.org/letter_avatar_proxy/v4/letter/l/aeb1de/32.png) [@luishb](https://forum.dynare.org/u/luishb)
#### Post date: [6 June 2017 12:58 UTC](https://forum.dynare.org/t/in-sample-prediction/6248/1 "2017-06-06T12:58:49Z")

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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?

Thank you in advance.

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### Author: ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)
#### Post date: [7 June 2017 06:30 UTC](https://forum.dynare.org/t/in-sample-prediction/6248/2 "2017-06-07T06:30:03Z")

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When you say

```auto

```

what is the information set you have in mind? The filtered variables contain the forecast of t+1, given the information up to time t.

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### Author: ![luishb](https://forum.dynare.org/letter_avatar_proxy/v4/letter/l/aeb1de/32.png) [@luishb](https://forum.dynare.org/u/luishb)
#### Post date: [7 June 2017 07:47 UTC](https://forum.dynare.org/t/in-sample-prediction/6248/3 "2017-06-07T07:47:08Z")

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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.

Thank you again