#290: Estimation+moments_varendo does not always deliver autocorrelation function -------------------------+-------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: major | Milestone: 5.0 Component: Estimation | Version: Resolution: | Keywords: -------------------------+-------------------- Comment (by stepan): Sebastien is looking in the wrong place. The autocorrelation function is stored in {{{ oo_.PosteriorTheoreticalMoments.dsge.correlation.mean.var1.var2 }}} where var1 and var2 are names of endogenous variables. If the names are different then we report the cross-correlation function. Running some test with fs2000.mod, I found that dynare returns a vector (with options_.ar elements) if the posterior moments are computed with the observed variables, but returns a scalar if the posterior moments are computed for all the endogenous variables. This is a bug. -- Ticket URL: <https://www.dynare.org/trac/ticket/290#comment:1> Dynare <http://www.dynare.org> The Dynare project