I am using the option “moments_varendo” to compute the posterior distribution of the autocorrelation functions of endogenous variables. However, if I am not wrong in interpreting the results in the metropolis folder, the matrix Correlation_array contains the autocorrelation functions up to the fifth order. I tried to add the option ar as in stoch_simul in the estimation command but I got an error message. How could I get higher order autocorrelations?
many thanks.

I am using the Dynare version 4.3.1.
I would like to ask again a suggestion regarding the posterior distribution of the ACF of endogenous variables. Even though I am using this option before the estimation command(option_.ar=20), in the metropolis folder, the matrix Correlation_array contains the autocorrelation functions only up to the fifth order. I also had a look at the results in oo_.PosteriorTheoreticalMoments.dsge.correlation.mean.Y.Y but this is a scalar. Should this be at least a 5*1 vector by default?

option_.ar=10;
estimation(datafile=data_lt, mode_compute=0, mh_replic = 200000, mh_jscale=0.30, mode_file=name_mode, moments_varendo) Y C I PIE R;