### Add display of theoretical moments at order=3 with pruning

parent ed8845c6
 ... ... @@ -3816,8 +3816,9 @@ Computing the stochastic solution ``oo_.conditional_variance_decomposition_ME`` (see :mvar:`oo_.conditional_variance_decomposition_ME`). The variance decomposition is only conducted, if theoretical moments are requested, *i.e.* using the ``periods=0``-option. In case of ``order=2``, Dynare provides a second-order accurate moments are requested, *i.e.* using the ``periods=0``-option. Only available at ``order<3``. In case of ``order=2``, Dynare provides a second-order accurate approximation to the true second moments based on the linear terms of the second-order solution (see *Kim, Kim, Schaumburg and Sims (2008)*). Note that the unconditional ... ... @@ -4013,9 +4014,10 @@ Computing the stochastic solution |br| After a run of ``stoch_simul``, contains the variance-covariance of the endogenous variables. Contains theoretical variance if the ``periods`` option is not present (or an approximation thereof for ``order=2``), and simulated variance otherwise. The variables are arranged in declaration order. theoretical variance if the ``periods`` option is not present and simulated variance otherwise. Only available for ``order<4``. At ``order=2`` it will be be a second-order accurate approximation. At ``order=3``, theoretical moments are only available with ``pruning``. The variables are arranged in declaration order. .. matvar:: oo_.var_list ... ... @@ -4042,9 +4044,10 @@ Computing the stochastic solution number of the matrix in the cell array corresponds to the order of autocorrelation. The option ar specifies the number of autocorrelation matrices available. Contains theoretical autocorrelations if the ``periods`` option is not present (or an approximation thereof for ``order=2``), and simulated autocorrelations otherwise. The field is only created if autocorrelations if the ``periods`` option is not present and simulated autocorrelations otherwise. Only available for ``order<4``. At ``order=2`` it will be be a second-order accurate approximation. At ``order=3``, theoretical moments are only available with ``pruning``. The field is only created if stationary variables are present. The element ``oo_.autocorr{i}(k,l)`` is equal to the correlation ... ... @@ -4082,9 +4085,10 @@ Computing the stochastic solution If a second order approximation has been requested, contains the vector of the mean correction terms. In case ``order=2``, the theoretical second moments are a second order accurate approximation of the true second moments, see conditional_variance_decomposition. Only available at ``order<4``. In case ``order=2``, the theoretical second moments are a second order accurate approximation of the true second moments. See conditional_variance_decomposition. At ``order=3``, theoretical moments are only available with ``pruning``. .. matvar:: oo_.variance_decomposition ... ... @@ -4152,8 +4156,10 @@ Computing the stochastic solution |br| After a run of ``stoch_simul`` with the ``contemporaneous_correlation option``, contains theoretical contemporaneous correlations if the ``periods`` option is not present (or an approximation thereof for ``order=2``), and simulated contemporaneous correlations otherwise. The variables present, and simulated contemporaneous correlations otherwise. Only available for ``order<4``. At ``order=2`` it will be be a second-order accurate approximation. At ``order=3``, theoretical moments are only available with ``pruning``. The variables are arranged in declaration order. .. matvar:: oo_.SpectralDensity ... ...