34 lines
821 B
Scilab
34 lines
821 B
Scilab
function []=disp_moments(y,drop,var_list)
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// Copyright (C) 2001 Michel Juillard
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//
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nvar = size(var_list,1);
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if nvar == 0
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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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i_tmp = grep_exact(lgy_,var_list(i,:));
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if isempty(i_tmp)
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error (['One of the variable specified does not exist']) ;
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else
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ivar(i) = i_tmp;
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end
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end
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end
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y = y(ivar,drop+1:$)';
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m = mean(y,1);
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y = y-ones(size(y,1),1).*.m;
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s2 = mean(y .* y,1);
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z = [m',s2',(mean(y.^3,1) ./ (s2.^1.5))',(mean(y.^4,1) ./ (s2 .* s2)-3)'];
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dyn_disp('MOMENTS OF SIMULATED VARIABLES');
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dyn_disp('VARIABLE MEAN VARIANCE SKEWNESS KURTOSIS');
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for i = 1:nvar
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mprintf('%10s %10.6f %10.6f %10.6f %10.6f\n',lgy_(i,:),z(i,:))
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mfprintf(fh_log,'%10s %10.6f %10.6f %10.6f %10.6f\n',lgy_(i,:),z(i,:))
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end
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