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Use the nodecomposition option which is available in th_autocovariances.m: for large models with the HP filter option, this may spare a lot of time, if only the unconditional moments are needed on output;

time-shift
Marco Ratto 2014-11-14 17:28:17 +01:00
parent aae7c23fe2
commit 06572f26a4
2 changed files with 8 additions and 3 deletions
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10
matlab/disp_th_moments.m
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@ -20,6 +20,8 @@ function disp_th_moments(dr,var_list)
global M_ oo_ options_
nodecomposition = options_.nodecomposition;
if size(var_list,1) == 0
var_list = M_.endo_names(1:M_.orig_endo_nbr, :);
end
@ -34,7 +36,7 @@ for i=1:nvar
end
end
[oo_.gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_);
[oo_.gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_, nodecomposition);
m = dr.ys(ivar);
non_stationary_vars = setdiff(1:length(ivar),stationary_vars);
m(non_stationary_vars) = NaN;
@ -51,7 +53,9 @@ oo_.mean = m;
oo_.var = oo_.gamma_y{1};
if size(stationary_vars, 1) > 0
oo_.variance_decomposition=100*oo_.gamma_y{options_.ar+2};
if ~nodecomposition
oo_.variance_decomposition=100*oo_.gamma_y{options_.ar+2};
end
if ~options_.noprint %options_.nomoments == 0
if options_.order == 2
title='APROXIMATED THEORETICAL MOMENTS';
@ -66,7 +70,7 @@ if size(stationary_vars, 1) > 0
lh = size(labels,2)+2;
dyntable(title,headers,labels,z,lh,11,4);
if M_.exo_nbr > 1
if M_.exo_nbr > 1 && ~nodecomposition
skipline()
if options_.order == 2
title='APPROXIMATED VARIANCE DECOMPOSITION (in percent)';

1
matlab/global_initialization.m
View File

@ -144,6 +144,7 @@ options_.relative_irf = 0;
options_.ar = 5;
options_.hp_filter = 0;
options_.hp_ngrid = 512;
options_.nodecomposition = 0;
options_.nomoments = 0;
options_.nocorr = 0;
options_.periods = 0;