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@ -4087,8 +4087,13 @@ variables.
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@vindex oo_.forecast
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@anchor{forecast} Computes the posterior distribution of a forecast on
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@var{INTEGER} periods after the end of the sample used in
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estimation. The result is stored in variable @code{oo_.forecast}
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(@pxref{Forecasting})
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estimation. If no Metropolis-Hastings is computed, the result is
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stored in variable @code{oo_.forecast} and corresponds to the forecast
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at the posterior mode. If a Metropolis-Hastings is computed, the
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distribution of forecasts is stored in variables
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@code{oo_.PointForecast} and
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@code{oo_.MeanForecast}. @xref{Forecasting}) for a description of
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these variables.
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@item tex
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@anchor{tex} Requests the printing of results and graphs in TeX tables
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@ -4597,7 +4602,7 @@ more details.
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@section Forecasting
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On a calibrated model, forecasting is done using the @code{forecast}
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command. On an estimated command, use the @code{forecast} option of
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command. On an estimated model, use the @code{forecast} option of
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@code{estimation} command.
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It is also possible to compute forecasts on a calibrated or estimated
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@ -4678,8 +4683,9 @@ forecast;
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@defvr {MATLAB/Octave variable} oo_.forecast
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Variable set by the @code{forecast} command, or by the
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@code{estimation} command if used with the @code{forecast}
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option. Fields are of the form:
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@code{estimation} command if used with the @code{forecast} option and
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if no Metropolis-Hastings has been computed (in that case, the
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forecast is computed for the posterior mode). Fields are of the form:
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@example
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@code{oo_.forecast.@var{FORECAST_MOMENT}.@var{VARIABLE_NAME}}
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@end example
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@ -4715,6 +4721,37 @@ Standard deviation of the posterior distribution of forecasts
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@end defvr
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@defvr {MATLAB/Octave variable} oo_.PointForecast
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Set by the @code{estimation} command, if it is used with the
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@code{forecast} option and if either @code{mh_replic > 0} or
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@code{load_mh_file} option is used.
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Contains the distribution of forecasts taking into account the
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uncertainty about both parameters and shocks.
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Fields are of the form:
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@example
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@code{oo_.PointForecast.@var{MOMENT_NAME}.@var{VARIABLE_NAME}}
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@end example
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@end defvr
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@defvr {MATLAB/Octave variable} oo_.MeanForecast
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Set by the @code{estimation} command, if it is used with the
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@code{forecast} option and if either @code{mh_replic > 0} or
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@code{load_mh_file} option is used.
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Contains the distribution of forecasts where the uncertainty about
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shocks is averaged out. The distribution of forecasts therefore only
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represents the uncertainty about parameters.
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Fields are of the form:
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@example
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@code{oo_.MeanForecast.@var{MOMENT_NAME}.@var{VARIABLE_NAME}}
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@end example
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@end defvr
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@deffn Command conditional_forecast (@var{OPTIONS}@dots{}) [@var{VARIABLE_NAME}@dots{}];
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@descriptionhead
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