dynfore — Dynamic simulation of an equation
[p]=dynfore(res,endo,bounds)
res = result tlist
endo = a string, the name of the endogenous variable
bounds = the bounds over which to perform the simulation
p = forecast
1) rhe=hendryericsson();p=dynfore(rhe,'lm1',['1985q1';'1988q4']) 2) rhe2=ols((delts(log(m1)-log(p))','delts(log(p))','delts(lagts(1,log(m1)-log(p)-log(y)))','rnet'… ,'lagts(1,log(m1)-log(p)-log(y))','cte');p=dynfore(rhe2,'m1',['1985q1';'1988q4']) Example 1 provides the dynamic simulation of Hendry and Ericsson money demand equation over the period 1985q1 to 1988q4. The endogenous variable is here lm1. Note that the rhs has the form foo(endogenous[…]) where foo is here delts. Example 2 provides the same simualtion expcet that the endogenous variable is now m1 and not lm1=log(m1) (and p is therefore m1 simulated). The rhs is now of the form foo1(foo2(endogenous[…])) where foo1 isnow delts and foo2 log.