Saved forecasts across draws in the metropolis-subfolder

General DSGE Modeling
1

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

FILENAME_forc_point1*.mat
FILENAME_forc_point2*.mat
FILENAME_forc_point3*.mat
FILENAME_forc_point4*.mat

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:

  1. In FILENAME_forc_point I found stock which is 285x12x300, I have 285 variables, and I would like to know how is computed the third dimension: 300?

  2. In order to compute percentiles should I use the four files?

Thanks a lot

2
  1. options_.MaxNumberOfBytes governs the maximum size in terms of hard-disk space for each file Dynare creates. Given your forecast horizon of 12 and the 285 variables, you can store 300 draws in a matrix before the saved file gets bigger than that maximum. Thus, the first 3 files should each store 300 draws from posterior and the last file stores whatever is left.
  2. Yes, you should use all four files together.