CORRELATION OF SIMULATED VARIABLES

[leonard007]

Hello Everyone,
There is a table in dynare it calls : CORRELATION OF SIMULATED VARIABLES
that I uploaded the table in the .tex here, I need the covariance between Lambda and Re every period of simulation to calculate E(Re(1))=(1-cov(Lambda(1),Re(1))/E(lambda(1)),that comes from asset pricing in Lucas tree, I tried to find these data in workspaces of dynare like oo_.var or oo_.dr but I was not successful.
I would like to know how I can have access to data of this table?
and If I put Euler equations like:
Lambda(1)R=1;
Lambda(1)Re(1)=1;
Re(1)=(Y(1)+Q(1))/Q;
log(Y)=.9*log(Y(-1))+epsilon; //[that epsilon is my shock]
dynare automatically will take it into account that E(Re(1))=(1-cov(Lambda(1),Re(1))/E(lambda(1)) and not Re(1)=R?

Sincerely,

[jpfeifer]

For the first part: if you want autocovariances, you have to reconstruct them from the autocorrelations and the covariance matrices stored in oo_.gamma_y

Regarding the second part: only at order>1 will covariances play a role.