diff --git a/doc/dynare.texi b/doc/dynare.texi index d17a9c9d287474d16bda58cb374e902468a8416d..18b7ad52e84b9fc73aeb75cf935ec36b2414e563 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4507,7 +4507,8 @@ where @var{THEORETICAL_MOMENT} is one of the following: Variance-covariance of endogenous variables @item correlation -Autocorrelation of endogenous variables +Auto- and cross-correlation of endogenous variables. Fields are vectors with correlations from 1 up to order @code{options_.ar} + @item VarianceDecomposition Decomposition of variance@footnote{When the shocks are correlated, it diff --git a/matlab/correlation_mc_analysis.m b/matlab/correlation_mc_analysis.m index 6d66de9d9bcd323b7d69eec83e03249cd503d5a3..41628b8ea1818803522e353fd4d013c447c9e399 100644 --- a/matlab/correlation_mc_analysis.m +++ b/matlab/correlation_mc_analysis.m @@ -49,9 +49,9 @@ if isfield(oo_,[TYPE 'TheoreticalMoments']) eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge;']) if isfield(temporary_structure,'correlation') eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.correlation.mean;']) - if isfield(temporary_structure,var1) + if isfield(temporary_structure,deblank(var1)) eval(['temporary_structure_1 = oo_.' TYPE 'TheoreticalMoments.dsge.correlation.mean.' var1 ';']) - if isfield(temporary_structure_1,var2) + if isfield(temporary_structure_1,deblank(var2)) eval(['temporary_structure_2 = temporary_structure_1.' var2 ';']) l1 = length(temporary_structure_2); if l1<nar