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matlab

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    stepan authored 
    v4.1:: Added a new function. Computes the autoregressive parameters of
an AR(p) stochastic process from an autocorrelation function. This
function is used  to define a prior over  the autocorrelation function
and variance of an autoregressive exogenous variable (productivity,...)
instead of  defining a prior over  the variance of  the innovation and
the autoregressive parameters. This can be done in the steady state file.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2450 ac1d8469-bf42-47a9-8791-bf33cf982152
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