Dynare forums

Dear all,

Dynare computes the moments and autocorrelations of variables out of simulated data when it executes the command "stoch_simul". Is there a simple way of computing the same statistics out of actual data (i.e. a file containing the data for estimation)?

Thanks a lot.
Jean-Paul

why dont you just use regular matlab functions like mean, median, autocorr for the data , within the mod file?

reuben

That shouldn't be too complicated, you are right, thanks