Reference manual: fix description of EXPECTATION operator (closes #191)
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@ -1206,9 +1206,7 @@ This operator is used to take the expectation of some expression using
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a different information set than the information available at current
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period. For example, @code{EXPECTATION(-1)(x(+1))} is equal to the
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expected value of variable @code{x} at next period, using the
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information set available at the previous period. Note that a value
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of @code{0} for the time shift component is reserved for partial
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information models (not yet fully implemented). @xref{Auxiliary
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information set available at the previous period. @xref{Auxiliary
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variables}, for an explanation of how this operator is handled
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internally and how this affects the output.
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@end deffn
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@ -1644,8 +1642,11 @@ variables will have a name beginning with @code{AUX_EXO_LEAD} or
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Another transformation is done for the @code{EXPECTATION}
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operator. For each occurence of this operator, Dynare creates an
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auxiliary variable equal to @code{AUX_EXPECT_LAG_1 = x(+2)}, and
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replaces the expectation operator by @code{AUX_EXPECT_LAG_1(-1)}.
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auxiliary variable defined by a new equation, and replaces the
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expectation operator by a reference to the new auxiliary variable. For
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example, the expression @code{EXPECTATION(-1)(x(+1))} is replaced by
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@code{AUX_EXPECT_LAG_1(-1)}, and the new auxiliary variable is
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declared as @code{AUX_EXPECT_LAG_1 = x(+2)}.
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Auxiliary variables are also introduced by the preprocessor for the
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@code{ramsey_policy} command. In this case, they are used to represent the Lagrange
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