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1-Step Ahead Forecasts
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1-Step Ahead Forecasts
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Compute the 1-step ahead within-sample forecasts of the observed variables at initial or posterior mode parameter values, or a sample from the prior or the posterior distribution of the parameters. In the event that a sample from the posterior is selected, the number of parameters in the sample is determined by the number of post burn-in posterior draws and the percentage use of posterior draws for impulse responses, variance decompositions and other functions of the parameters. These values are set in the posterior sampling frame on the Options tab.
Additional Information
| • | A more detailed description h-steps ahead forecasts can also be found in Section 5.7 of the YADA Manual. |
Page url: http://www.texlips.net/yada/help/index.html?1_step_ahead_forecasts.htm