#199: the output of option forecast in estimation is incorrect in the Reference Manual ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: accepted Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ Comment(by michel): The difference between oo_.MeanForecast and oo_.PointForecast concerns the confidence interval not the central forecast that should be identical in theory (but the sampling is different, I believe). oo_.MeanForecast provides a confidence interval taking only into account estimated parameter uncertainty oo_.PointForecast provides a confidence interval taking into account both estimated parameter uncertainty and future shocks -- Ticket URL: <https://www.dynare.org/trac/ticket/199#comment:6> Dynare <http://www.dynare.org> The Dynare project