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2047 1
2016-03-30
老师,你好
          我想在MOD文件结果中了解“变量之间的跨期相关系数”,比如-5,-4,-3,-2,-1,0,1,2,3,4,5期(自相关系数和交叉相关系数,我能在结果中找到),请问老师怎么才能显示出结果。
          谢谢!
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2016-3-31 09:30:49
I do not fully understand what do you mean by saying display the autocorrelation matrix. I think that you should want to refer to this results and use them in your analysis.
Dynare has stored the autocorrelation matrix in oo_.autocorr struct. This struct usually has 5 cells which corresponds to 5 periods autocorrelation and cross corrleation. oo_.autocorr{1,i}(k,l) is equal to the correlation between variable k and variable l, where k, l represents the declaration order of the correspondent endgoneous variable. For more details, see Dynare reference manual, Variable Index section to find oo_.autocorr.
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