From 6a847931dc590c79c0828e6d2cc576ecc64a263a Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Wed, 3 Oct 2018 23:22:33 +0200 Subject: [PATCH] Dynare computes the excess kurtosis. See https://forum.dynare.org/t/simulated-kurtosis-reported-incorrectly/12534 --- doc/dynare.texi | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index 61cd82db7..6e1186af0 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -4585,7 +4585,7 @@ The variables are arranged in declaration order. @end defvr @defvr {MATLAB/Octave variable} oo_.kurtosis -After a run of @code{stoch_simul} contains the kurtosis (standardized fourth moment) +After a run of @code{stoch_simul} contains the excess kurtosis (standardized fourth moment) of the simulated variables if the @code{periods} option is present. The variables are arranged in declaration order. @end defvr -- GitLab