I would like to know if forecasts generated after use prefilter = 1
are for demeaned series or not demeaned series
Thanks in advance
I would like to know if forecasts generated after use prefilter = 1
are for demeaned series or not demeaned series
Thanks in advance
In Dynare 4.5 the forecast should be for the non-demeaned data after prefilter
in the estimation
-command
Thanks a lot dear jpfeifer
I also tested and the forecast is for the non-demeaned data