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Merge pull request #1142 from JohannesPfeifer/spectral_density 

Document spectral_density option of stoch_simul
time-shift
Stéphane Adjemian 2016-03-23 14:22:33 +01:00
parent d3f702f47b 2a323986a5
commit 45ed4662ac
1 changed files with 13 additions and 0 deletions
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doc/dynare.texi
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@ -3977,6 +3977,12 @@ Default value: @code{1e-6}.
Saves the contemporaneous correlation between the endogenous variables in @code{oo_.contemporaneous_correlation}.
Requires the @code{nocorr}-option not to be set.
@item spectral_density
@anchor{spectral_density}
Triggers the computation and display of the theoretical spectral density of the (filtered) model variables.
Results are stored in @code{oo_.SpectralDensity}, defined below.
Default: do not request spectral density estimates
@end table
@outputhead
@ -4112,6 +4118,13 @@ After a run of @code{stoch_simul} with the
and simulated contemporaneous correlations otherwise. The variables are arranged in declaration order.
@end defvr
@anchor{oo_.SpectralDensity}
@defvr {MATLAB/Octave variable} oo_.SpectralDensity
After a run of @code{stoch_simul} with option @code{spectral_density} contains the spectral density
of the model variables. There will be a @code{nvars} by @code{nfrequencies} subfield
@code{freqs} storing the respective frequency grid points ranging from 0 to 2*pi and a
same sized subfield @code{density} storing the corresponding density.
@end defvr
@defvr {MATLAB/Octave variable} oo_.irfs
After a run of @code{stoch_simul} with option @code{irf} different