How to calculate the MOMENTS OF SIMULATED VARIABLES?

[jack_ct]

Hello

I calculate the moment of IRF values
e.g. pih is a variable and eps_a is the only shock variable ,i input command in Matlab ,such as

Code: Select all

std(oo_.irfs.pih_eps_a)

and

Code: Select all

mean(oo_.irfs.pih_eps_a)

Why the results are not the same as the results displayed in the dynare output?

Thank you in advance.

[jpfeifer]

Because moments are not compute from IRFs (one-time shocks), but from simulations with shock drawn for every period.

[jack_ct]

Because moments are not compute from IRFs (one-time shocks), but from simulations with shock drawn for every period.

i got it .Thank you ,professor Pfeifer