Display CUSUM (cumulated sum) plots of the log posterior kernel, the original or the transformed parameters. The selection of sequential sample is performed on the DSGE posterior sampling frame on the Settings tab.
YADA displays not only CUSUM of the chosen statistics, but also moving CUSUM statistics, where the window size is equal to 10 percent of the number of post burn-in draws.
Additional Information
• | A more detailed description about the CUSUM calculations can also be found in Section 9.1 of the YADA Manual. |
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