Hi all
We know that it is possible to load parameter values from standard mat files and assign to the model parameter using the set_param_value(‘parametername’, parametervalue) option.
Do we have an analogous syntax for shock standard deviations as well?
Cheers
Reuben
Hi Reuben, I do not think so. But you can always manipulate M_.Sigma_e. Actually, I often set all the variances of the innovations to one and multiply all the occurrence of each innovation by a parameter which is to be interpreted as a standard deviation. It is then possible to proceed as for the other parameters.
Best,
Stéphane.