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Dóra Kocsis
dynare
Commits
90c15ec9
Commit
90c15ec9
authored
Nov 29, 2012
by
Sébastien Villemot
Browse files
Add ar option to estimation
Closes: #276
parent
c06bd0ae
Changes
2
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doc/dynare.texi
View file @
90c15ec9
...
@@ -4201,7 +4201,8 @@ model. Default: @code{4}.
...
@@ -4201,7 +4201,8 @@ model. Default: @code{4}.
distribution
of
the
theoretical
moments
of
the
endogenous
distribution
of
the
theoretical
moments
of
the
endogenous
variables
.
Results
are
stored
in
variables
.
Results
are
stored
in
@
code
{
oo_
.
PosteriorTheoreticalMoments
}
(
see
below
for
a
description
of
@
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
}
@
item
conditional_variance_decomposition
=
@
var
{
INTEGER
}
See
below
.
See
below
.
...
@@ -4390,6 +4391,9 @@ Triggers estimation with analytic gradient. The final hessian is also
...
@@ -4390,6 +4391,9 @@ Triggers estimation with analytic gradient. The final hessian is also
computed
analytically
.
Only
works
for
stationary
models
without
computed
analytically
.
Only
works
for
stationary
models
without
missing
observations
.
missing
observations
.
@
item
ar
=
@
var
{
INTEGER
}
@
xref
{
ar
}.
Only
useful
in
conjuction
with
option
@
code
{
moments_varendo
}.
@
end
table
@
end
table
@
customhead
{
Note
}
@
customhead
{
Note
}
...
...
preprocessor/DynareBison.yy
View file @
90c15ec9
...
@@ -1521,6 +1521,7 @@ estimation_options : o_datafile
...
@@ -1521,6 +1521,7 @@ estimation_options : o_datafile
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_dr_logarithmic_reduction_maxiter
| o_analytic_derivation
| o_analytic_derivation
| o_ar
;
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
...
...
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