Ref. manual: add a description of oo_.conditional_variance_decomposition
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@ -2934,7 +2934,9 @@ Computes a conditional variance decomposition for the specified
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period(s). Conditional variances are given by
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@math{var(y_{t+k}|t)}. For period 1, the conditional variance
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decomposition provides the decomposition of the effects of shocks upon
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impact.
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impact. The results are stored in
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@var{oo_.conditional_variance_decomposition}
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(@pxref{oo_.conditional_variance_decomposition}).
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@item pruning
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Discard higher order terms when iteratively computing simulations of
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@ -3262,6 +3264,16 @@ three times in the unfolded @math{G_3} matrix, they must be multiplied
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by 3 when computing the decision rules.
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@end itemize
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@anchor{oo_.conditional_variance_decomposition}
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@defvr {MATLAB/Octave variable} oo_.conditional_variance_decomposition
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After a run of @code{stoch_simul} with the
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@code{conditional_variance_decomposition} option, contains a
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three-dimensional array with the result of the decomposition. The
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first dimension corresponds to forecast horizons (as declared with the
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option), the second dimension corresponds to endogenous variables (in
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the order of declaration), the third dimension corresponds to
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exogenous variables (in the order of declaration).
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@end defvr
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@node Estimation
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@section Estimation
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