From 8779b5a60341ba7bbc82ec6fd15b8093d7540a51 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer <jpfeifer@gmx.de> Date: Fri, 15 Sep 2017 14:31:43 +0200 Subject: [PATCH] Document VarianceDecompositionME field --- doc/dynare.texi | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/doc/dynare.texi b/doc/dynare.texi index 304d38502..53213b2e7 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -7003,11 +7003,17 @@ Auto- and cross-correlation of endogenous variables. Fields are vectors with cor @item VarianceDecomposition +@anchor{VarianceDecomposition} 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 decomposition according to the order of declaration of shocks (@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 @anchor{ConditionalVarianceDecomposition} Only if the @code{conditional_variance_decomposition} option has been -- GitLab