Dynare forums

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

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std(oo_.irfs.pih_eps_a)

and

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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.

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

jpfeifer wrote: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