function [vdec, cc, ac] = mc_moments(mm, ss, dr) % Copyright © 2012-2018 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . global options_ M_ estim_params_ oo_ [nr1, nc1, nsam] = size(mm); nobs=length(options_.varobs); disp('Computing theoretical moments ...') h = dyn_waitbar(0,'Theoretical moments ...'); vdec = zeros(nobs,M_.exo_nbr,nsam); cc = zeros(nobs,nobs,nsam); ac = zeros(nobs,nobs*options_.ar,nsam); for j=1:nsam oo_.dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j); oo_.dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j); if ~isempty(ss) set_shocks_param(ss(j,:)); end [vdec(:,:,j), corr, autocorr, z, zz] = th_moments(oo_.dr,options_.varobs); cc(:,:,j)=triu(corr); dum=[]; for i=1:options_.ar dum=[dum, autocorr{i}]; end ac(:,:,j)=dum; dyn_waitbar(j/nsam,h) end dyn_waitbar_close(h) skipline() disp('... done !')