Add ar option to estimation

Closes: #276
time-shift
Sébastien Villemot 2012-11-29 15:44:06 +01:00
parent c06bd0ae75
commit 90c15ec9ef
2 changed files with 6 additions and 1 deletions

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@ -4201,7 +4201,8 @@ model. Default: @code{4}.
distribution of the theoretical moments of the endogenous
variables. Results are stored in
@code{oo_.PosteriorTheoreticalMoments} (see below for a description of
this variable)
this variable). The number of lags in the autocorrelation function is
controlled by the @code{ar} option.
@item conditional_variance_decomposition = @var{INTEGER}
See below.
@ -4390,6 +4391,9 @@ Triggers estimation with analytic gradient. The final hessian is also
computed analytically. Only works for stationary models without
missing observations.
@item ar = @var{INTEGER}
@xref{ar}. Only useful in conjuction with option @code{moments_varendo}.
@end table
@customhead{Note}

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@ -1521,6 +1521,7 @@ estimation_options : o_datafile
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_analytic_derivation
| o_ar
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING