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Next: <a href="Forecasting.html#Forecasting" accesskey="n" rel="next">Forecasting</a>, Previous: <a href="Shock-Decomposition.html#Shock-Decomposition" accesskey="p" rel="prev">Shock Decomposition</a>, Up: <a href="The-Model-file.html#The-Model-file" accesskey="u" rel="up">The Model file</a> [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Command-and-Function-Index.html#Command-and-Function-Index" title="Index" rel="index">Index</a>]</p>
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<a name="Calibrated-Smoother-1"></a>
<h3 class="section">4.17 Calibrated Smoother</h3>
<p>Dynare can also run the smoother on a calibrated model:
</p>
<dl>
<dt><a name="index-calib_005fsmoother"></a>Command: <strong>calib_smoother</strong> <em>[<var>VARIABLE_NAME</var>]…;</em></dt>
<dt><a name="index-calib_005fsmoother-1"></a>Command: <strong>calib_smoother</strong> <em>(<var>OPTIONS</var>…) [<var>VARIABLE_NAME</var>]…;</em></dt>
<dd>
<p><em>Description</em>
</p>
<p>This command computes the smoothed variables (and possible the filtered
variables) on a <code>calibrated</code> model.
</p>
<p>A datafile must be provided, and the observable variables declared with
<code>varobs</code>. The smoother is based on a first-order approximation of
the model.
</p>
<p>By default, the command computes the smoothed variables and shocks and stores the
results in <code>oo_.SmoothedVariables</code> and
<code>oo_.SmoothedShocks</code>. It also fills <code>oo_.UpdatedVariables</code>.
</p>
<p><em>Options</em>
</p>
<dl compact="compact">
<dt><code>datafile = <var>FILENAME</var></code></dt>
<dd><p>See <a href="Estimation.html#datafile">datafile</a>.
</p>
</dd>
<dt><code>filtered_vars</code></dt>
<dd><p>Triggers the computation of filtered variables. See <a href="Estimation.html#filtered_005fvars">filtered_vars</a>, for
more details.
</p>
</dd>
<dt><code>filter_step_ahead = [<var>INTEGER1</var>:<var>INTEGER2</var>]</code></dt>
<dd><p>See <a href="Estimation.html#filter_005fstep_005fahead">filter_step_ahead</a>.
</p>
</dd>
<dt><code>prefilter = <var>INTEGER</var></code></dt>
<dd><p>See <a href="Estimation.html#prefilter">prefilter</a>.
</p>
</dd>
<dt><code>loglinear</code></dt>
<dd><p>See <a href="Estimation.html#loglinear">loglinear</a>.
</p>
</dd>
<dt><code>first_obs = <var>INTEGER</var></code></dt>
<dd><p>See <a href="Estimation.html#first_005fobs">first_obs</a>.
</p>
</dd>
<dt><code>filter_decomposition</code></dt>
<dd><p>See <a href="Estimation.html#filter_005fdecomposition">filter_decomposition</a>.
</p>
</dd>
<dt><code>diffuse_filter = <var>INTEGER</var></code></dt>
<dd><p>See <a href="Estimation.html#diffuse_005ffilter">diffuse_filter</a>.
</p>
</dd>
<dt><code>diffuse_kalman_tol = <var>DOUBLE</var></code></dt>
<dd><p>See <a href="Estimation.html#diffuse_005fkalman_005ftol">diffuse_kalman_tol</a>.
</p>
</dd>
</dl>
</dd></dl>
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Next: <a href="Forecasting.html#Forecasting" accesskey="n" rel="next">Forecasting</a>, Previous: <a href="Shock-Decomposition.html#Shock-Decomposition" accesskey="p" rel="prev">Shock Decomposition</a>, Up: <a href="The-Model-file.html#The-Model-file" accesskey="u" rel="up">The Model file</a> [<a href="index.html#SEC_Contents" title="Table of contents" rel="contents">Contents</a>][<a href="Command-and-Function-Index.html#Command-and-Function-Index" title="Index" rel="index">Index</a>]</p>
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