From 3467a47ae30269dfc547bd31b951e587b1012797 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Mon, 18 Feb 2019 15:45:48 +0100 Subject: [PATCH] Dynare computes the excess kurtosis. Manually cherry-picked from 6a847931dc590c79c0828e6d2cc576ecc64a263a. --- src/source/the-model-file.rst | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/src/source/the-model-file.rst b/src/source/the-model-file.rst index 7fa6d3470..8bd9599fc 100644 --- a/src/source/the-model-file.rst +++ b/src/source/the-model-file.rst @@ -3424,9 +3424,10 @@ Computing the stochastic solution .. matvar:: oo_.kurtosis - |br| After a run of ``stoch_simul`` contains the kurtosis (standardized - fourth moment) of the simulated variables if the ``periods`` option - is present. The variables are arranged in declaration order. + |br| After a run of ``stoch_simul`` contains the excess kurtosis + (standardized fourth moment) of the simulated variables if the + ``periods`` option is present. The variables are arranged in + declaration order. .. matvar:: oo_.autocorr