diff --git a/doc/dynare.texi b/doc/dynare.texi index f925be155..e1fd29cb1 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -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 diff --git a/matlab/correlation_mc_analysis.m b/matlab/correlation_mc_analysis.m index 9cd7cafb5..3625955da 100644 --- a/matlab/correlation_mc_analysis.m +++ b/matlab/correlation_mc_analysis.m @@ -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