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Observation Weights

 

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Compute decompositions of projected state variables and structural shock in terms observed variables and initial conditions or the weights on these variables. The projected state variables are the forecasts, updates and smooth projections, while the projected structural shocks are the updates and smooth projections. The structural parameters are either evaluated at their initial values or at the posterior mode values.

The observed variables can optionally be displayed as groups using the observed variable groups. The observed variable groups are set on Actions menu.

 

Additional Information

A more detailed description about observation weights of state variables and structural shocks can also be found in Sections 5.9 and 11.1 of the YADA Manual.

 

 


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