43 lines
1.0 KiB
Scilab
43 lines
1.0 KiB
Scilab
function []=disp_th_moments(dr,var_list)
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// Copyright (C) 2001 Michel Juillard
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//
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global('endo_nbr','lgy_');
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nvar = size(var_list,1);
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order = dr('order_var');
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if nvar==0 then
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nvar = endo_nbr;
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ivar = (1:nvar)';
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else
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ivar = zeros(nvar,1);
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for i = 1:nvar
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//!! Unknown function strmatch ,the original calling sequence is used
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i_tmp = grep_exact(lgy_,var_list(i,:));
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if i_tmp==[] then
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error('One of the variable specified does not exist');
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else
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ivar(i,1) = i_tmp(:);
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end
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end
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end
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m = dr('ys')(ivar);
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//!! Unknown function th_autocovariances ,the original calling sequence is used
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Gamma_y = th_autocovariances(dr,ivar);
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s2 = diag(Gamma_y);
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z = [m,sqrt(s2),s2];
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dyn_disp('THEORETICAL MOMENTS');
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dyn_disp('VARIABLE MEAN STD. DEV. VARIANCE');
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for i = 1:size(ivar,1)
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dyn_disp(sprintf('%16s %16.6f %16.6f %16.6f\n',lgy_(ivar(i),:),z(i,:)));
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end
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// 10/09/02 MJ
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// 10/18/02 MJ added th_autocovariances() and provided for lags on several
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// periods
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