simul_replic=100 query
Posted: Mon Nov 04, 2013 4:54 pm
I have a query regarding the output from the following line.
stoch_simul(order=1,simul_replic=100,periods=300,hp_filter=1600,irf=40) y c ;
MOMENTS OF SIMULATED VARIABLES (HP filter, lambda = 1600)
VARIABLE MEAN STD. DEV. VARIANCE SKEWNESS KURTOSIS
y 1.159543 0.417516 0.174319 0.357511 -0.049269
c 0.379441 0.596591 0.355921 0.363340 -0.030360
Are the moments the averages of the 100 replications of a sample of size 300-100?
stoch_simul(order=1,simul_replic=100,periods=300,hp_filter=1600,irf=40) y c ;
MOMENTS OF SIMULATED VARIABLES (HP filter, lambda = 1600)
VARIABLE MEAN STD. DEV. VARIANCE SKEWNESS KURTOSIS
y 1.159543 0.417516 0.174319 0.357511 -0.049269
c 0.379441 0.596591 0.355921 0.363340 -0.030360
Are the moments the averages of the 100 replications of a sample of size 300-100?