diff --git a/matlab/th_autocovariances.m b/matlab/th_autocovariances.m index b7f56ba65..33ae18fef 100644 --- a/matlab/th_autocovariances.m +++ b/matlab/th_autocovariances.m @@ -1,11 +1,25 @@ -% Copyright (C) 2001 Michel Juillard -% +function [Gamma_y,ivar]=th_autocovariances(dr,ivar) + +% function [Gamma_y,ivar]=th_autocovariances(dr,ivar) % computes the theoretical auto-covariances, Gamma_y, for an AR(p) process % with coefficients dr.ghx and dr.ghu and shock variances Sigma_e_ % for a subset of variables ivar (indices in lgy_) -% Theoretical HP filtering is available as an option +% +% INPUTS +% dr: structure of decisions rules for stochastic simulations +% ivar: subset of variables +% +% OUTPUTS +% Gamma_y: theoritical auto-covariances +% ivar: subset of variables +% +% SPECIAL REQUIREMENTS +% Theoretical HP filtering is available as an option +% +% part of DYNARE, copyright Dynare Team (2001-2008) +% Gnu Public License. + -function [Gamma_y,ivar]=th_autocovariances(dr,ivar) global M_ options_ exo_names_orig_ord = M_.exo_names_orig_ord;