stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fixed ec matrix (rules out lag>1).

time-shift
Stéphane Adjemia (Scylla) 2018-08-28 19:25:05 +02:00
parent 36388ce28a
commit 00498d19c8
1 changed files with 7 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
matlab/get_ar_ec_matrices.m
View File

@ -143,7 +143,7 @@ end
% Initialize matrices
oo_.(model_type).(model_name).ar = zeros(length(lhs), length(lhs), max(M_.(model_type).(model_name).max_lag));
oo_.(model_type).(model_name).ec = zeros(length(lhs), length(ecRhsVars), max(M_.(model_type).(model_name).max_lag));
oo_.(model_type).(model_name).ec = zeros(length(lhs), length(ecRhsVars), 1);
oo_.(model_type).(model_name).ar_idx = lhs;
oo_.(model_type).(model_name).ec_idx = ecRhsVars;
@ -165,11 +165,13 @@ for i = 1:length(lhs)
elseif rhsvars{i}.ecRhsIdxs(j) > 0
% Fill EC
[lag, ndiffs] = findLagForVar(var, -rhsvars{i}.lags(j), 0, ecRhsVars);
if size(oo_.(model_type).(model_name).ec, 3) < lag
oo_.(model_type).(model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag) = 0;
if lag==1
if size(oo_.(model_type).(model_name).ec, 3) < lag
oo_.(model_type).(model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag) = 0;
end
oo_.(model_type).(model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag) = ...
oo_.(model_type).(model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag) + g1(i, g1col);
end
oo_.(model_type).(model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag) = ...
oo_.(model_type).(model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag) + g1(i, g1col);
else
error('Shouldn''t arrive here');
end