A question on post-MCMC calculations
Posted: Wed Oct 15, 2014 3:19 pm
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!
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!