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Just some cosmetic changes! 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2007-09-21 12:34:30 +00:00
parent 1224cec429
commit 01f5e9aa1f
1 changed files with 4 additions and 7 deletions
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11
matlab/bvar_forecast.m
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@ -2,8 +2,6 @@ function bvar_forecast(nlags)
global options_
nvar = size(options_.varobs,1);
options_ = set_default_option(options_, 'bvar_replic', 2000);
if options_.forecast == 0
error('bvar_forecast: you must specify "forecast" option')
@ -23,12 +21,11 @@ function bvar_forecast(nlags)
k = ny*nlags+nx;
% Declaration of the companion matrix:
Companion_matrix = diag(ones(nvar*(nlags-1),1),-nvar);
Companion_matrix = diag(ones(ny*(nlags-1),1),-ny);
p = 0;
d = 0;
while d<=options_.bvar_replic
d = d+1;
while d<=options_.bvar_replic
Sigma = rand_inverse_wishart(ny, posterior.df, S_inv_upper_chol);
@ -39,13 +36,13 @@ function bvar_forecast(nlags)
Phi = rand_matrix_normal(k, ny, posterior.PhiHat, XXi_lower_chol, Sigma_lower_chol);
% All the eigenvalues of the companion matrix have to be on or inside the unit circle
Companion_matrix(1:nvar,:) = Phi(1:nvar*nlags,:)';
Companion_matrix(1:ny,:) = Phi(1:ny*nlags,:)';
test = (abs(eig(Companion_matrix)));
if any(test>1.0000000000001)
p = p+1;
d = d-1;
continue
end
d = d+1;
% Without shocks
lags_data = forecast_data.initval;