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function [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
% [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)
% Copyright (C) 2012-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_ options_
nvar = size(var_list,2);
if nvar == 0
nvar = length(dr.order_var);
ivar = [1:nvar]';
else
ivar=zeros(nvar,1);
for i=1:nvar
i_tmp = strmatch(var_list{:,i},M_.endo_names,'exact');
if isempty(i_tmp)
error(['One of the variables specified does not exist']) ;
else
ivar(i) = i_tmp;
end
end
end
[gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_, options_);
m = dr.ys(ivar(stationary_vars));
% i1 = find(abs(diag(gamma_y{1})) > 1e-12);
i1 = [1:length(ivar)];
s2 = diag(gamma_y{1});
sd = sqrt(s2);
z = [ m sd s2 ];
mean = m;
var = gamma_y{1};
%'THEORETICAL MOMENTS';
%'MEAN','STD. DEV.','VARIANCE');
z;
%'VARIANCE DECOMPOSITION (in percent)';
if M_.exo_nbr>1
vdec = 100*gamma_y{options_.ar+2}(i1,:);
else
vdec = 100*ones(size(gamma_y{1}(i1,1)));
end
%'MATRIX OF CORRELATIONS';
if options_.opt_gsa.useautocorr
corr = gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
corr = corr-diag(diag(corr))+diag(diag(gamma_y{1}(i1,i1)));
else
corr = gamma_y{1}(i1,i1);
end
if options_.ar > 0
%'COEFFICIENTS OF AUTOCORRELATION';
for i=1:options_.ar
if options_.opt_gsa.useautocorr
autocorr{i} = gamma_y{i+1}(i1,i1);
else
autocorr{i} = gamma_y{i+1}(i1,i1).*(sd(i1)*sd(i1)');
end
zz(:,i) = diag(gamma_y{i+1}(i1,i1));
end
end
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