Exogenous variable uncertainty

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thiagotrafane
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Joined: Mon Aug 08, 2016 6:31 am

Exogenous variable uncertainty

Postby thiagotrafane » Mon Aug 08, 2016 6:44 am

I’m seeking to consider uncertainty of an exogenous variable in a model object. The forecast standard error of this exogenous variable is available in another variable of the workfile. I could easily consider this uncertainty variable manually, at the properties of this exogenous variable on the variable view of the model. However, I can’t do this with commands. Using “model_name.innov” I could just add a single number as the standard error, but not a variable, not different numbers for each observation. How can I do this with commands?

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