Discuss merging dsge_simulated_theoretical_correlation and dsge_simulated_theoretical_covariance

dsge_simulated_theoretical_covariance sets options_.ar = 0 before calling th_autocovariances. dsge_simulated_theoretical_correlation again calls th_autocovariances and therefore recomputes the variance. One call with options_.nar would suffice. This inefficiency is even more pronounced at higher order with pruning where we need to call pruned_state_space_system. We should either

1. Merge the two functions.
2. Have dsge_simulated_theoretical_covariance compute and store everything and only use dsge_simulated_theoretical_correlation to fill the fields.