I am very new to Dynare and I would like to do an out-of-sample forecast with the help of the program. I estimated a small DSGE with Bayesian techniques. Afterwards, I would like to insert the estimated values into the state space and make a simple prediction by iterating the state space for the specific time horizon. Unfortunately, the manual was unable to solve my lack of theoretical knowledge.
I do not quite understand how the forecasts are done in Dynare, i.e. what kind of formulas are used to compute the mean and point forecasts. Furthermore, what is the exact difference between those two methods? As far as I know, incorporates the point forecast the uncertainty of the shocks, but how exactly is this derived theoretically? Lastly, for the prediction I would not like to sample from the predictive distribution but just insert the posterior mean of the estimation and then iterating the state space. Is there a simple way to do this?
Thank you very much for your help and answer.