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function m = moments(X,order)
% Returns the central sample moment of X specified by the positive integer order.
%
% Note that the cross moments are only computed if order=2, in this case the
% output is a matrix.
%
% INPUTS
% X [double] T*n matrix, where T is the number of observations and n the number of variables.
% order [integer] scalar.
%
% OUTPUTS
% m [double] n*n matrix or n*1 vector of centered moments.
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2009-2017 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/>.
switch order
case 1
m = transpose(mean(X));
case 2
m = cov(X);
otherwise
if round(order)-order
error('The second input argument (order) has to be an integer!')
end
[T,n] = size(X);
c = mean(X);
m = zeros(n,1);
for i=1:n
m(i) = mean((X(:,i)-c(i)).^order);
end
end
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