Problems on estimated shocks

Please, I would like to consult you about a question. In a paper, I found an estimated shock by the model and the shock variable in the form of actual data are plotted in the same figure. I don’t know how I programmed /what command I put in to realize it in dynare. Thanks very much.

You need to provide more details. Usually you do not know the shocks in the data and cannot compare them to smoothed shocks coming from the Kalman smoother.

Thank your reply
Now, I send the screenshot from the paper to you. I don’t know what command should I add to the program to realize it. Thanks
screenshot.doc (82.5 KB)

My guess is that they HP-filter the results from