stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Reference manual: update related to the fact that HP filter is now available with empirical moments (4.2 only)

time-shift
Sébastien Villemot 2010-08-24 11:27:31 +02:00
parent 3d2a698ab9
commit 6d06fbb547
1 changed files with 1 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
doc/manual.xml
View File

@ -2068,7 +2068,7 @@ steady;
</varlistentry>
<varlistentry>
<term><option>hp_filter</option> = <replaceable>INTEGER</replaceable></term>
<listitem><para>Uses HP filter with &lambda; = <replaceable>INTEGER</replaceable> before computing moments. Note that this option is currently not available when computing empirical moments (see <option>periods</option> option). Default: no filter</para></listitem>
<listitem><para>Uses HP filter with &lambda; = <replaceable>INTEGER</replaceable> before computing moments. Default: no filter</para></listitem>
</varlistentry>
<varlistentry>
<term><option>hp_ngrid</option> = <replaceable>INTEGER</replaceable></term>
@ -2186,8 +2186,6 @@ steady;
<para>
Currently, the IRFs are only plotted for 12 variables. Select the ones you want to see, if your model contains more than 12 endogenous variables.
</para>
<para>Currently, the HP filter is only available when computing theoretical moments, not for for moments of simulated variables.
</para>
<para>
The covariance matrix of the shocks is specified either with the <xref linkend='shocks'/> command or with the <xref linkend='Sigma_e'/> command.
</para>