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A question on post-MCMC calculations

PostPosted: Wed Oct 15, 2014 3:19 pm
by Econbee
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!

Re: A question on post-MCMC calculations

PostPosted: Thu Oct 16, 2014 9:37 am
by jpfeifer
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.

Re: A question on post-MCMC calculations

PostPosted: Thu Oct 16, 2014 1:19 pm
by Econbee
I see. Thank you, Dear Johannes!