I need advice on how to get ANY smoothed or filtered endogenous variable output from Dynare 4. I am also uncertain on what functionality in this area that has been implemented yet (the Userguide is unclear on this point.
E.g., I get the following error if I give the option “smoother” to the estimation command in Dynare 4.
??? Undefined function or variable “MAX_nforc1”.
Error in ==> PosteriorFilterSmootherAndForecast at 203
if irun6 > MAX_nforc1
Error in ==> dynare_estimation at 853
PosteriorFilterSmootherAndForecast(data,gend,‘posterior’);
above depends on horizon!=0, b/c I have resuquested any forecast output. If I turn on the forecast option I get other errors, presumably b/c forecast functionaly has not been included yet.
I am using the Dynare 4 version from Nov 28th, 2007.