I want to use forecasts saved across draws in the metropolis-subfolder in the FILENAME_forc_point*.mat-files in order to compute percentiles of forecast.
I am seeing they are
I think they are four because I put:
mh_nblocks = 4,in estimation command and run in parallel. And also, I put
mh_replic = 250000, mh_drop = 0.333, mh_nblocks = 4, mh_jscale=0.10,forecast = 12,`
My questions are:
In FILENAME_forc_point I found
stockwhich is 285x12x300, I have 285 variables, and I would like to know how is computed the third dimension:
In order to compute percentiles should I use the four files?
Thanks a lot