diff --git a/doc/bvar-a-la-sims.tex b/doc/bvar-a-la-sims.tex index 6bc0e8493..0c40599c3 100644 --- a/doc/bvar-a-la-sims.tex +++ b/doc/bvar-a-la-sims.tex @@ -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)