... | ... | @@ -80,7 +80,7 @@ The name of such an auxiliary variable begins with `MULT_i`, where `i` is the eq |
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This kind of auxiliary variable has `M_.aux_vars(i).type = 6`.
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# 7. Auxiliary variable to account for difference between `var_model` order and max lag in model
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# 7. Auxiliary variable to account for difference between `var_model` order and max lag in model (since 4.6)
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This is an auxiliary variable to account for the difference in lags between that declared in the `var_model` statement and those present in the model.
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The name of such an auxiliary variable begins with `AUX_VARMODEL_`.
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... | ... | @@ -90,7 +90,7 @@ The name of such an auxiliary variable begins with `AUX_VARMODEL_`. |
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This kind of auxiliary variable has `M_.aux_vars(i).type = 7`.
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# 8. auxiliary variable for `diff` operator
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# 8. auxiliary variable for `diff` operator (since 4.6)
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This is an auxiliary variable which is a substitute for the `diff` operator
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The name of such an auxiliary variable begins with `AUX_DIFF_`.
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... | ... | @@ -100,7 +100,7 @@ The name of such an auxiliary variable begins with `AUX_DIFF_`. |
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This kind of auxiliary variable has `M_.aux_vars(i).type = 8`.
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# 9. auxiliary variable for lag on `diff` operator
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# 9. auxiliary variable for lag on `diff` operator (since 4.6)
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If a `diff` operator is applied to a variable with lagged values (e.g. `diff(x(-3)`), a diff auxiliary variable is created for the `diff` operator applied to the variable with lag equal to zero (e.g. `diff(x)`) and diff lags auxiliary variables are created for the following sequence (e.g. a diff lag auxiliary variable would be created for `diff(x(-1)`, `diff(x(-2))`, and `diff(x(-3)`).
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The name of such an auxiliary variable begins with `AUX_DIFF_LAG_`.
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... | ... | @@ -110,7 +110,7 @@ The name of such an auxiliary variable begins with `AUX_DIFF_LAG_`. |
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This kind of auxiliary variable has `M_.aux_vars(i).type = 9`.
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# 10. auxiliary variable for unary operations
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# 10. auxiliary variable for unary operations (since 4.6)
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This is an auxiliary variable which is a substitute for certain unary operations, namely: `exp`, `log`, `log10`, `cos`, `sin`, `tan`, `acos`, `asin`, `atan`, `cosh`, `sinh`, `tanh`, `acosh`, `asinh`, `atanh`, `sqrt`, `abs`, `sign`, and `erf`.
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The name of such an auxiliary variable begins with `AUX_UOP_`.
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