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Fix description of oo_.conditional_variance_decomposition

time-shift
Johannes Pfeifer 2018-11-13 15:03:33 +01:00 committed by Stéphane Adjemia (Scylla)
parent 32b9853277
commit 463e42a18f
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GPG Key ID: A6D44CB9C64CE77B
1 changed files with 9 additions and 8 deletions
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doc/dynare.texi
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@ -4659,11 +4659,11 @@ Numbers are in percent and sum up to 100 across columns.
After a run of @code{stoch_simul} with the
@code{conditional_variance_decomposition} option, contains a
three-dimensional array with the result of the decomposition. The
first dimension corresponds to forecast horizons (as declared with the
option), the second dimension corresponds to endogenous variables (in the order
first dimension corresponds to the endogenous variables (in the order
of declaration after the command or in @code{M_.endo_names} if not specified)),
the third dimension corresponds to
exogenous variables (in the order of declaration). In the presence of measurement error, the
the second dimension corresponds to the forecast horizons (as declared with the
option), and the third dimension corresponds to the exogenous variables
(in the order of declaration). In the presence of measurement error, the
field will contain the variance contribution after measurement error has been taken out,
i.e. the decomposition will be conducted of the actual as opposed to the measured variables.
@end defvr
@ -4674,10 +4674,11 @@ Field set after a run of @code{stoch_simul} with the @code{conditional_variance_
option if measurement error is present. It is similar to @ref{oo_.conditional_variance_decomposition}, but
the decomposition will be conducted of the measured variables.
It contains a three-dimensional array with the result of the decomposition. The
first dimension corresponds to forecast horizons (as declared with the
option), the second dimension corresponds to observed endogenous variables (in
the order of declaration), the third dimension corresponds to
exogenous variables (in the order of declaration), with the last column
first dimension corresponds to the endogenous variables (in the order
of declaration after the command or in @code{M_.endo_names} if not specified)),
the second dimension corresponds to the forecast horizons (as declared with the
option), and the third dimension corresponds to the exogenous variables
(in the order of declaration), with the last column
corresponding to the contribution of the measurement error.
@end defvr