More specifically, the red and blue lines on the charts represent specific measures of the parameter vectors both within and between chains. For the results to be sensible, these should be relatively constant (although there will always be some variation) and they should converge. Dynare reports three measures: “interval”, being constructed from an 80% confidence inter- val around the parameter mean, “m2”, being a measure of the variance and “m3” based on third moments. In each case, Dynare reports both the within and the between chains measures. The figure entitled “multivariate diagnos- tic” presents results of the same nature, except that they reflect an aggregate measure based on the eigenvalues of the variance-covariance matrix of each parameter.
帮你插了一下dynare的手册,自行参考吧