computing the empirical moments

[georam11]

Dear Prof Pfeifer,

According to dynare manual, Note that if simul_replic option is greater than 1, the additional series will not be used
for computing the empirical moments but will simply be saved in binary form to the file FILENAME_simul. Default: 1.

I have referred to the Hansen dynare file in your website but It helps to calculate the standard error and correlation of the variables. I would also like to get the expected value (mean) of the simulated series (by considering the additional series). Please could you let me know about how to compute the expected mean, in addition to correlation and standard deviations in the Hansen mod file?

Many Thanks
Ammu

[jpfeifer]

First, you recover the data series using

Code: Select all

simulated_series_raw=get_simul_replications(M_,options_);

Then apply the

Code: Select all

mean

function of Matlab along the desired dimension of the array.