#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