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Bugfix in correlation_mc_analysis 

Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
time-shift
Johannes Pfeifer 2013-03-27 12:26:08 +01:00
parent a403d324dc
commit f995f3da90
2 changed files with 4 additions and 3 deletions
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3
doc/dynare.texi
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@ -4586,7 +4586,8 @@ where @var{THEORETICAL_MOMENT} is one of the following:
Variance-covariance of endogenous variables
@item correlation
Autocorrelation of endogenous variables
Auto- and cross-correlation of endogenous variables. Fields are vectors with correlations from 1 up to order @code{options_.ar}
@item VarianceDecomposition
Decomposition of variance@footnote{When the shocks are correlated, it

4
matlab/correlation_mc_analysis.m
View File

@ -49,9 +49,9 @@ if isfield(oo_,[TYPE 'TheoreticalMoments'])
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge;'])
if isfield(temporary_structure,'correlation')
eval(['temporary_structure = oo_.' TYPE 'TheoreticalMoments.dsge.correlation.Mean;'])
if isfield(temporary_structure,var1)
if isfield(temporary_structure,deblank(var1))
eval(['temporary_structure_1 = oo_.' TYPE 'TheoreticalMoments.dsge.correlation.Mean.' var1 ';'])
if isfield(temporary_structure_1,var2)
if isfield(temporary_structure_1,deblank(var2))
eval(['temporary_structure_2 = temporary_structure_1.' var2 ';'])
l1 = length(temporary_structure_2);
if l1<nar