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bvar: fix description of lag lengths

time-shift
Johannes Pfeifer 2021-04-28 11:39:47 +02:00
parent 6fe97182da
commit a02beb825c
1 changed files with 3 additions and 1 deletions
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doc/bvar-a-la-sims.tex
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@ -507,9 +507,11 @@ The command will actually compute the marginal density for several models: first
The syntax for computing (out-of-sample) forecasts is:
\medskip
\texttt{bvar\_forecast(}\textit{options\_list}\texttt{) }\textit{max\_number\_of\_lags}\texttt{;}
\texttt{bvar\_forecast(}\textit{options\_list}\texttt{) }\textit{number\_of\_lags}\texttt{;}
\medskip
In contrast to the \texttt{bvar\_density}, you need to specify the actual lag length used, not the maximum lag length. Typically, the actual lag length should be based on the results from the \texttt{bvar\_density} command.
The options are those describe above, plus a few ones:
\begin{itemize}
\item \texttt{forecast}: the number of periods over which to compute forecasts after the end of the sample (no default)