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Verified Commit 03cb9894 authored by Stéphane Adjemian's avatar Stéphane Adjemian
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Fix description of the horizon option for var_expectation_model command.

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......@@ -14556,9 +14556,9 @@ Finite discounted sums can also be considered.
 
.. math ::
 
\sum_{h=a}^b \mathbb \beta^{h-\tau}\mathbb E[y_{t+h}|\mathcal{Y}_{\underline{t-\tau}}]
\sum_{h=a}^b \beta^{h-\tau}\mathbb E[y_{t+h}|\mathcal{Y}_{\underline{t-\tau}}]
 
where :math:`(a,b)\in\mathbb N^2` with :math:`a<b`, :math:`\beta\in(0,1]` is a discount factor,
where :math:`(a,b)\in\mathbb N^2` with :math:`a<b` and :math:`a<\infty`, :math:`\beta\in(0,1]` is a discount factor,
and :math:`\tau` is a finite positive integer.
 
*Options*
......@@ -14581,14 +14581,19 @@ Finite discounted sums can also be considered.
 
.. option:: horizon = INTEGER | [INTEGER:INTEGER]
 
The upper limit :math:`b` of the horizon :math:`h` (in which case :math:`a=0`), or range of periods
:math:`a:b` over which the discounted sum is computed (the upper bound can be ``Inf``).
If the value of ``horizon`` is a finite integer scalar, the following expectation is computed:
.. math ::
\beta^{h-\tau}\mathbb E[y_{t+h}|\mathcal{Y}_{\underline{t-\tau}}]
otherwise the value is a range of periods :math:`a:b` over which the expected discounted sum is computed (the upper bound can be ``Inf``).
 
.. option:: time_shift = INTEGER
 
Shift of the information set (:math:`\tau`), default value is 0.
 
.. operator:: var_expectation (NAME_OF_VAR_EXPECTATION_MODEL);
 
|br| This operator is used instead of a leaded variable, e.g. ``X(1)``, in the
......
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