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Forecasting simulation results are not saved in the workspace #13

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Liedo opened this issue Aug 19, 2019 · 0 comments
Open

Forecasting simulation results are not saved in the workspace #13

Liedo opened this issue Aug 19, 2019 · 0 comments
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@Liedo
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Liedo commented Aug 19, 2019

The results of the forecasting simulations are shown from many different perspectives. This is a screenshot of the "fixed horizon perspective":

evaluate

However, those simulation results are not saved in the workspace. It is not saved for efficiency reasons, so technically this is not a bug. Although the nowcasting plug-in makes it straightforward to simulate real-time forecasts over a period of time, it could take hours if the evaluation sample is large and the model parameters are re-estimated many times. Thus, it would be very convenient that users would be able to save the results of a simulation in the workspace. This would also simplify the comparison of results accross different models models, which could be all saved in the same workspace.

Three possible solutions:

  1. Store all the information in the workspace
  2. Store in the workspace only the parameters resulting from each recursive estimation
  3. Store the necesary information outside the workspace and load it only when requested by the user
@Liedo Liedo added the bug label Aug 19, 2019
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