A question on post-MCMC calculations

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!

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.

I see. Thank you, Dear Johannes!