Reference to non-existent field 'var'

Stochastic simulations
1

Dear all
I run the third-order simulation and try to obtain the standard deviation but the problem is
output_var_low_target=oo_.var(strmatch(‘y’,var_list_,‘exact’),strmatch(‘y’,var_list_,‘exact’));

Error in dynare (line 223)
evalin(‘base’,fname) ;

Anyone can tell me how to solve this problem ?

and suggest me code to find the correlation, i.e first order autocorrelation of y; or between y and c, y and pi for example after using third-order simulation like this

Any advice is greatly appreciate.

ThankModel_Uncertainty5.mod (11.6 KB)

2

The problem is that theoretical moments at order=3 are not yet implemented and you did not request simulated moments.

3

Dear Professor,
How to set this? I just know how to set it for estimation but not sure for simulation? please help me on that

4

If you really require the moments, set the periods-option

5

Dear Professor
If I want to compute the cross correlation between two variables after third order simulation like this. How can I do this? For example, I want to compute correlation between y and c. Please show me the way to write this

6

See the manual on the
contemporaneous_correlation
option.