How to calculate the MOMENTS OF SIMULATED VARIABLES?

Dynare help (legacy posts)
1

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 std(oo_.irfs.pih_eps_a) and 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.

2

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

3

i got it .Thank you ,professor Pfeifer