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how to calculate spectral density

PostPosted: Mon Jun 08, 2015 11:04 pm
by naivej
Hi there,

I can find the command here http://www.dynare.org/dynare-matlab-m2h ... .html#_top but not in reference manual. There is no example of how to use this command. It works when I put UnivariateSpectralDensity before stoch_simul but I got the following message even I set order=1

UnivariateSpectralDensity :: I Cannot compute the theoretical spectral density
with a second order approximation of the DSGE model!
Please set order = 1. I abort

Many thanks

Re: how to calculate spectral density

PostPosted: Tue Jun 09, 2015 1:09 pm
by jpfeifer
You can trigger it with
Code: Select all
options_.SpectralDensity.trigger=1;

before stoch_simul. When I set order=1 it works. Thus, please provide code to replicate the problem.

Re: how to calculate spectral density

PostPosted: Tue Jun 09, 2015 6:41 pm
by naivej
Many thanks the problem is solved.
If I put UnivariateSpectralDensity, I will have
trigger: 0
plot: 1
cutoff: 150
sdl: 0.0100
the trigger need to be set to 1 as you suggest