Dynare forums

May I ask does anyone know how to set the order and can get results from -5 to 5?
the dynare guide mentions set : ar = 5 which can obtain from 1 to 5. How to set up if I want the COEFFICIENTS OF AUTOCORRELATION from -5 to 5 (i.e. -5, -4, -3, -2, -1, 0, 1, 2, 3, 4, 5)?

Thank you very much

Hi,

As you know, for a stationnary process, the autocorrelation function is an even function, i.e. the autocorrelation of order n is the same as order -n. So unless you have unit roots in your model, your question is a nonsense.

Best,