diff --git a/tests/moments/example1_hp_test.mod b/tests/moments/example1_hp_test.mod index c74adeab7..718db4417 100644 --- a/tests/moments/example1_hp_test.mod +++ b/tests/moments/example1_hp_test.mod @@ -89,13 +89,14 @@ oo_unfiltered_all_shocks=oo_; verbatim; total_std_all_shocks_filtered_sim=std([y_filtered c_filtered k_filtered a_filtered h_filtered b_filtered]) cov_filtered_all_shocks=cov([y_filtered c_filtered k_filtered a_filtered h_filtered b_filtered]) -acf(1,:)=autocorr([y_filtered ],5)'; -acf(2,:)=autocorr([c_filtered ],5)'; -acf(3,:)=autocorr([k_filtered ],5)'; -acf(4,:)=autocorr([a_filtered ],5)'; -acf(5,:)=autocorr([h_filtered ],5)'; -acf(6,:)=autocorr([b_filtered ],5)'; -autocorr_filtered_all_shocks=acf(:,2:end); +acf = zeros(6); +[junk, acf(:,1)] = sample_autocovariance([y_filtered ],5); +[junk, acf(:,2)] = sample_autocovariance([c_filtered ],5); +[junk, acf(:,3)] = sample_autocovariance([k_filtered ],5); +[junk, acf(:,4)] = sample_autocovariance([a_filtered ],5); +[junk, acf(:,5)] = sample_autocovariance([h_filtered ],5); +[junk, acf(:,6)] = sample_autocovariance([b_filtered ],5); +autocorr_filtered_all_shocks=acf(2:end,:)'; end; shocks; @@ -122,13 +123,14 @@ oo_unfiltered_one_shock=oo_; verbatim; total_std_one_shock_filtered_sim=std([y_filtered c_filtered k_filtered a_filtered h_filtered b_filtered]) cov_filtered_one_shock=cov([y_filtered c_filtered k_filtered a_filtered h_filtered b_filtered]) -acf(1,:)=autocorr([y_filtered ],5)'; -acf(2,:)=autocorr([c_filtered ],5)'; -acf(3,:)=autocorr([k_filtered ],5)'; -acf(4,:)=autocorr([a_filtered ],5)'; -acf(5,:)=autocorr([h_filtered ],5)'; -acf(6,:)=autocorr([b_filtered ],5)'; -autocorr_filtered_one_shock=acf(:,2:end); +acf = zeros(6); +[junk, acf(:,1)] = sample_autocovariance([y_filtered ],5); +[junk, acf(:,2)] = sample_autocovariance([c_filtered ],5); +[junk, acf(:,3)] = sample_autocovariance([k_filtered ],5); +[junk, acf(:,4)] = sample_autocovariance([a_filtered ],5); +[junk, acf(:,5)] = sample_autocovariance([h_filtered ],5); +[junk, acf(:,6)] = sample_autocovariance([b_filtered ],5); +autocorr_filtered_one_shock=acf(2:end,:)'; end; if max(abs((1-(total_std_one_shock_filtered_sim.^2)./(total_std_all_shocks_filtered_sim.^2))*100-oo_filtered_all_shocks.variance_decomposition(:,1)'))>2