oo_.dr.g_0
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Posted:
Sat Oct 29, 2011 8:14 pm
by Dusseldorff
Hi, I'm wondering why oo_.dr.g_0 isn't always just equal to zero if we linearize around the steady state?
Re: oo_.dr.g_0
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Posted:
Sat Oct 29, 2011 9:21 pm
by amg
oo_.dr.g_o is created in a third-order approximation (see p. 41 of the Reference Manual, version 4.2.2) and contains uncertainty corrections to the constant terms.
For a linear approximation, make sure to set the option order=1, for example:
stoch_simul(order=1,...)