From 463e42a18fcb13f82cb80d896e5f18fed51cd7aa Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Tue, 13 Nov 2018 15:03:33 +0100 Subject: [PATCH] Fix description of oo_.conditional_variance_decomposition --- doc/dynare.texi | 17 +++++++++-------- 1 file changed, 9 insertions(+), 8 deletions(-) diff --git a/doc/dynare.texi b/doc/dynare.texi index 44509b56b..20bb1eaeb 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -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