an AR(p) stochastic process from an autocorrelation function. This
function is used to define a prior over the autocorrelation function
and variance of an autoregressive exogenous variable (productivity,...)
instead of defining a prior over the variance of the innovation and
the autoregressive parameters. This can be done in the steady state file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2450 ac1d8469-bf42-47a9-8791-bf33cf982152
Stéphane Adjemian (Charybdis)
sebastien
stepan