Document pac_target_nonstationary-operator and auxiliary variable content related to PAC-models
The pac_target_nonstationary
-operator does not appear in the manual. Similarly, the content of M_.aux_vars.orig_expr
should be documented. For example, tests/pac/var-5/example1.mod
has an aux_var
of the form:
g*pacman_pac_growth_neutrality_correction+h_pacman_constant+AUX_DIFF_32(-1)*h_pacman_var_AUX_DIFF_32_lag_1+y(-1)*h_pacman_var_y_lag_1+AUX_DIFF_32(-2)*h_pacman_var_AUX_DIFF_32_lag_2+y(-2)*h_pacman_var_y_lag_2
The structure of such expressions and the meaning of preprocessor-created objects should be explained.
Related to https://forum.dynare.org/t/iterative-ols-for-pac-equation/21379/4