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Commit 8779b5a6 authored by Johannes Pfeifer's avatar Johannes Pfeifer Committed by Stéphane Adjemian
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Document VarianceDecompositionME field

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...@@ -7003,11 +7003,17 @@ Auto- and cross-correlation of endogenous variables. Fields are vectors with cor ...@@ -7003,11 +7003,17 @@ Auto- and cross-correlation of endogenous variables. Fields are vectors with cor
   
   
@item VarianceDecomposition @item VarianceDecomposition
@anchor{VarianceDecomposition}
Decomposition of variance (unconditional variance, @i{i.e.} at horizon infinity)@footnote{When the shocks are correlated, it Decomposition of variance (unconditional variance, @i{i.e.} at horizon infinity)@footnote{When the shocks are correlated, it
is the decomposition of orthogonalized shocks via Cholesky is the decomposition of orthogonalized shocks via Cholesky
decomposition according to the order of declaration of shocks decomposition according to the order of declaration of shocks
(@pxref{Variable declarations})} (@pxref{Variable declarations})}
   
@item VarianceDecompositionME
Same as @ref{VarianceDecomposition}, but contains the decomposition of the
measured as opposed to the actual variable. The joint contribution of the measurement error
will be saved in a field named @code{ME}.
@item ConditionalVarianceDecomposition @item ConditionalVarianceDecomposition
@anchor{ConditionalVarianceDecomposition} @anchor{ConditionalVarianceDecomposition}
Only if the @code{conditional_variance_decomposition} option has been Only if the @code{conditional_variance_decomposition} option has been
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