Commit 90c15ec9 authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Add ar option to estimation

Closes: #276
parent c06bd0ae
......@@ -4201,7 +4201,8 @@ model. Default: @code{4}.
distribution of the theoretical moments of the endogenous
variables. Results are stored in
@code{oo_.PosteriorTheoreticalMoments} (see below for a description of
this variable)
this variable). The number of lags in the autocorrelation function is
controlled by the @code{ar} option.
@item conditional_variance_decomposition = @var{INTEGER}
See below.
......@@ -4390,6 +4391,9 @@ Triggers estimation with analytic gradient. The final hessian is also
computed analytically. Only works for stationary models without
missing observations.
@item ar = @var{INTEGER}
@xref{ar}. Only useful in conjuction with option @code{moments_varendo}.
@end table
......@@ -1521,6 +1521,7 @@ estimation_options : o_datafile
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_analytic_derivation
| o_ar
Supports Markdown
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment