function disp_th_moments(dr,var_list)

% Copyright (C) 2001-2008 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.

  global M_ oo_ options_
  
  nvar = size(var_list,1);
  if nvar == 0
    nvar = length(dr.order_var);
    ivar = [1:nvar]';
  else
    ivar=zeros(nvar,1);
    for i=1:nvar
      i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact');
      if isempty(i_tmp)
      	error (['One of the variable specified does not exist']) ;
      else
	ivar(i) = i_tmp;
      end
    end
  end
  
  [oo_.gamma_y,ivar] = th_autocovariances(dr,ivar,M_,options_);
  m = dr.ys(ivar);

  
  i1 = find(abs(diag(oo_.gamma_y{1})) > 1e-12);
  s2 = diag(oo_.gamma_y{1});
  sd = sqrt(s2);
  if options_.order == 2
    m = m+oo_.gamma_y{options_.ar+3};
  end
  
  z = [ m sd s2 ];
  oo_.mean = m;
  oo_.var = oo_.gamma_y{1};
  
  lh = size(deblank(M_.endo_names(ivar,:)),2)+2;
  if options_.nomoments == 0
    title='THEORETICAL MOMENTS';
    if options_.hp_filter
      title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
    end
    headers=strvcat('VARIABLE','MEAN','STD. DEV.','VARIANCE');
    if ~options_.noprint
    dyntable(title,headers,deblank(M_.endo_names(ivar,:)),z,lh,11,4);
    end
    if M_.exo_nbr > 1
      disp(' ')
      title='VARIANCE DECOMPOSITION (in percent)';
      if options_.hp_filter
	title = [title ' (HP filter, lambda = ' ...
		 int2str(options_.hp_filter) ')'];
      end
      headers = M_.exo_names;
      headers(M_.exo_names_orig_ord,:) = headers;
      headers = strvcat(' ',headers);
      if ~options_.noprint
      dyntable(title,headers,deblank(M_.endo_names(ivar(i1),:)),100*oo_.gamma_y{options_.ar+2}(i1,:), ...
	    lh,8,2);
      end
    end
  end
  
  if options_.nocorr == 0
    disp(' ')
    title='MATRIX OF CORRELATIONS';
    if options_.hp_filter
      title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
    end
    labels = deblank(M_.endo_names(ivar,:));
    headers = strvcat('Variables',labels(i1,:));
    corr = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
    if ~options_.noprint
    dyntable(title,headers,labels(i1,:),corr,lh,8,4);
    end
  end
  
  if options_.ar > 0
    disp(' ')
    title='COEFFICIENTS OF AUTOCORRELATION';
    if options_.hp_filter
      title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
    end
    labels = deblank(M_.endo_names(ivar(i1),:));
    headers = strvcat('Order ',int2str([1:options_.ar]'));
    z=[];
    for i=1:options_.ar
      oo_.autocorr{i} = oo_.gamma_y{i+1};
      z(:,i) = diag(oo_.gamma_y{i+1}(i1,i1));
    end
    if ~options_.noprint
    dyntable(title,headers,labels,z,0,8,4);
    end
  end
  
% 10/09/02 MJ 
% 10/18/02 MJ added th_autocovariances() and provided for lags on several
% periods
% 10/30/02 MJ added correlations and autocorrelations, uses table()
%             oo_.gamma_y is now a cell array.
% 02/18/03 MJ added subtitles for HP filter
% 05/01/03 MJ corrected options_.hp_filter
% 05/21/03 MJ variance decomposition: test M_.exo_nbr > 1
% 05/21/03 MJ displays only variables with positive variance