Standard error of system forecast
Posted: Mon Jul 30, 2012 12:37 pm
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.
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.