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Dóra Kocsis
dynare
Commits
8ab889a2
Commit
8ab889a2
authored
Aug 23, 2011
by
Sébastien Villemot
Browse files
Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments
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8ab889a2
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@@ -3939,6 +3939,13 @@ Median of the posterior distribution
@item Std
Standard deviation of the posterior distribution
@item deciles
Deciles of the distribution.
@item density
Non parametric estimate of the posterior density. First and second
columns are respectively abscissa and ordinate coordinates.
@end table
@item ESTIMATED_OBJECT
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@@ -4019,32 +4026,27 @@ Variable set by the @code{estimation} command, if it is used with the
Variable set by the @code{estimation} command, if it is used with the
@code{moments_varendo} option. Fields are of the form:
@example
@code{oo_.PosteriorTheoreticalMoments.@var{THEORETICAL_MOMENT}.@var{ESTIMATED_OBJECT}.@var{MOMENT_NAME}.@var{VARIABLE_NAME}}
@code{oo_.PosteriorTheoreticalMoments.
dsge.
@var{THEORETICAL_MOMENT}.@var{ESTIMATED_OBJECT}.@var{MOMENT_NAME}.@var{VARIABLE_NAME}}
@end example
where @var{THEORETICAL_MOMENT} is one of the following:
@table @code
@item Autocorrelation
Autocorrelation of endogenous variables@footnote{The autocorrlation
coefficients are computed for the number of periods specified in
option @code{ar}.}
@item covariance
Variance-covariance of endogenous variables
@item
C
orrelation
Correlation between
two
endogenous variables
@item
c
orrelation
Correlation between endogenous variables
@item
Decomp
@item
VarianceDecomposition
Decomposition of variance@footnote{When the shocks are correlated, it
is the decomposition of orthogonalized shocks via Cholesky
decompostion according to the order of declaration of shocks
(@pxref{Variable declarations})}
@item Expectation
Expectation of endogenous variables
@item Variance
(co-)variance of endogenous variables
@item ConditionalVarianceDecomposition
Only if the @code{conditional_variance_decomposition} option has been
specified
@end table
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