predict.dsge_fit: Predict Method for DSGE Models

In dsge: Dynamic Stochastic General Equilibrium Models

Predict Method for DSGE Models

Description

Computes one-step-ahead predictions or filtered state estimates from a fitted DSGE model.

Usage

## S3 method for class 'dsge_fit'
predict(
  object,
  type = c("observed", "state"),
  method = c("onestep", "filter"),
  newdata = NULL,
  ...
)

Arguments

object	A dsge_fit object.
type	Character. "observed" (default) for predicted values of observed control variables, or "state" for filtered latent state estimates.
method	Character. "onestep" (default) for one-step-ahead predictions using only past data, or "filter" for filtered estimates using past and contemporaneous data.
newdata	Optional new data for prediction. If NULL, uses the estimation data.
...	Additional arguments (currently unused).

Value

A matrix of predictions or state estimates.

dsge documentation built on Sept. 25, 2026, 5:08 p.m.