From a02beb825c055b880bbe59e017614ef2bab72b70 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Wed, 28 Apr 2021 11:39:47 +0200 Subject: [PATCH] bvar: fix description of lag lengths --- doc/bvar-a-la-sims.tex | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) 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)