Higher order approximation

Dynare help (legacy posts)
1

Dear all, I tried a third and fourth order approximation in Dynare. I get the following error

??? Undefined function or variable “aa”.

Error in ==> th_autocovariances at 106
Gamma_y{1} = aavxaa’+ bb*Sigma_e_*bb’;

Error in ==> disp_th_moments at 33
[Gamma_y,ivar] = th_autocovariances(dr,ivar);

Has anybody solved this problem? Thanks,

Paul

2

Was it fourth order approximation.? As far as I know dynare matlab can do only 2nd. Dynare++ can do any order, but this seems like an output from dynare matlab.

Ondra K.