Compute a forecast from a Sspace model using basic matrix algebra

[skan]

Hello All,

how can I use the estimation output of a state-space model (extracted using the available @ commands) to emulate the output of smoothed forecast command:

{%modname}.forecast(m=s,n=!horizon) @signal *f

I would like to export the estimation matrices to Excel, where the smoothed forecast would be computed using basic matrix algebra.

Thank you in advance for your help!
skan

[gabrieltem]

Dear Skan,
Good Day,

I am researching on identifying fiscal policy shock through forecast error
of government spending and using the local projection method to estimate
the impulse response of output to fiscal policy shocks for Sub-Saharan
Africa countries.

May you please guide me on how to identify government spending shocks as
forecast errors of government spending? can u share me the codes and/ or
guide me by giving simulated data and steps to follow so that I can learn easily?
Best