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This function is an interface to the global sensitivity analysis (GSA) toolbox developed by the Joint Research Center (JRC) of the European Commission. The GSA toolbox needs to be downloaded separately from the JRC web site.
Please refer to the documentation of the GSA toolbox on the official website for more details on the usage of this command.
Description
This command triggers identification analysis.
Options
ar = INTEGER
Number of lags of computed autocorrelations (theoretical moments). Default: 3
useautocorr = INTEGER
If equal to 1
, compute derivatives of autocorrelation. If equal
to 0
, compute derivatives of autocovariances. Default: 1
load_ident_files = INTEGER
If equal to 1
, allow Dynare to load previously
computed analyzes. Default: 0
prior_mc = INTEGER
Size of Monte Carlo sample. Default: 2000
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