Dear all,
I run a MCMC with 1 million draws and after that find that the order of autocorrelation coefficients is not enough. Is there a convenient way in Dynare to recalculate the autocorrelation coefficients based on the draws I already have? I don't want to run the MCMC again.
Thanks in advance!
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A question on post-MCMC calculations
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A question on post-MCMC calculations
by Econbee » Wed Oct 15, 2014 3:19 pm
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Re: A question on post-MCMC calculations
by jpfeifer » Thu Oct 16, 2014 9:37 am
It should be possible to use the load_mh_file option. But be careful and save a copy of your whole folder before playing around with it.
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Re: A question on post-MCMC calculations
by Econbee » Thu Oct 16, 2014 1:19 pm
I see. Thank you, Dear Johannes!
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