Storing/exporting a variable after estimating a model

Estimation ML/Bayesian estimation
1

Hi!
I just estimated a model using Bayesian estimation where I estimated a variable as an AR(1) process. I would like store/export this time series (e.g. to an excel file) but don’t know how. The estimation shows me the “historical and smoothed variables” but this only includes observables (so not variable “f”) and it shows me the “smoothed shocks” which includes the estimated eps_f. If it’s not possible to access the estimated variable “f”, I could access the estimated eps_f and since I have the estimated rho_f I could construct the variable “f”.

f=rho_f*f(-1) + eps_f;

Regards,
Daniel

2

It seems you selected the wrong output option during estimation or only listed the observables after the estimation-command. You may want to set the consider_all_endogenous option.

3

Thank you for the quick reply! I found the estimated variable in the workspace under “oo_” and then “oo_.Filtered Variables”.

Best,
Daniel