Is there an easy way to get the standard error for forecasts from a system of equations, that includes coefficient uncertainty?
I know you have to use the model solve method to forecast a system of equations, but it does not seem to provide standard errors for deterministic simulation types.
I am using version 7.2.
Standard error of system forecast
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Re: Standard error of system forecast
You can get them via simulation by changing the solution type to stochastic. Then on the Stochastic Options tab you can choose to include coefficient uncertainty.
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