Page 1 of 1

Exogenous variable uncertainty

Posted: Mon Aug 08, 2016 6:44 am
by thiagotrafane
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?