#199: the output of option forecast in estimation is incorrect in the Reference Manual ---------------------------+------------------------------------------------ Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------
Comment(by sebastien):
Michel: Stéphane and I tried to understand what oo_.MeanForecast and oo_.PointForecast contain, and we could not understand. It seems that both contain uncertainty wrt parameters, but only PointForecast contains uncertainty wrt to shocks. But at 1st order uncertainty about shocks averages out. So we must have misunderstood this.