Julia functions

Dynare.forecasting!Function
forecasting!(; periods::Integer,
               forecast_mode::ForecastModes,
               context::Context=context,
               datafile::String="",
               first_obs::PeriodsSinceEpoch=Undated(typemin(Int)),
               first_period::PeriodsSinceEpoch=Undated(0),
               last_obs::PeriodsSinceEpoch=Undated(typemin(Int)),
               order::Integer=1)

computes an unconditional forecast of the variables of the model

Keyword arguments

  • periods::Integer: number of forecasted periods [required]
  • forecast_mode::ForecastModes: one of histval or calibsmoother [required]
  • datafile::String: file with the observations for the smoother
  • first_obs::PeriodsSinceEpoch: first period used by smoother (default: first observation in the file)
  • first_period::PeriodsSinceEpoch: initial_period for the forecast (default when histval: Undated(0), default when calibsmoother: last period of the smoother)
  • last_obs::PeriodsSinceEpoch: last period used by smoother (default: last observation in the file)
  • order::Integer: order of local approximation
Dynare.recursive_forecasting!Function

function recursiveforecasting!(; Np::Integer, firstperiod::PeriodsSinceEpoch, lastperiod::PeriodsSinceEpoch, context::Context=context, datafile::String="", firstobs::PeriodsSinceEpoch=Undated(1), last_obs::PeriodsSinceEpoch=Undated(0), order::Integer=1) computes an unconditional recursive forecast for one variable by adding one period to the sample used for the smoother before forecasting over Np periods.

Keyword arguments

  • Np::Integer: number of forecasted periods [required]
  • first_period::PeriodsSinceEpoch: initial period of first forecast [required]
  • last_period::PeriodsSinceEpoch: initial period of last forecast [required]
  • datafile::String: file with the observations for the smoother
  • first_obs::PeriodsSinceEpoch: first period used by smoother (default: first observation in the file)
  • last_obs::PeriodsSinceEpoch: last period used by smoother (default: last observation in the file)
  • order::Integer: order of local approximation