diff --git a/doc/dynare.texi b/doc/dynare.texi index 5ae8b6c68..cc6ccab2e 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -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