Added routine building endo_histval and exo_histval from a dseries object.
(cherry picked from commit 2b0f5c7edf
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time-shift
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4004d8d442
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function [endo_histval, exo_histval] = histval_from_dseries(ds, initialperiod, DynareModel)
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% Builds endo_histval and exo_hsitval from the content of a dseries object.
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%
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% INPUTS
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% - ds [dseries] Dataset.
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% - initialperiod [dates] Initial period of the simulation.
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% - DynareModel [struct] Description of the model (M_ global structure).
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%
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% OUTPUTS
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% - endo_histval [double] Vector of lagged values for the endogenous variables.
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% - exo_histval [double] Matrix of lagged values for the exogenous variables.
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% Copyright (C) 2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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endo_histval = zeros(DynareModel.endo_nbr,DynareModel.maximum_endo_lag);
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k = 1;
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for i = 1:DynareModel.endo_nbr
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if i <= DynareModel.orig_endo_nbr
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if DynareModel.lead_lag_incidence(1,i) > 0
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if any(strcmp(deblank(DynareModel.endo_names(i,:)),ds.name))
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endo_histval(i,DynareModel.maximum_endo_lag) = ...
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ds{deblank(DynareModel.endo_names(i,:))}(initialperiod-1).data;
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else
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error(sprintf('Can''t find %s in dseries', ...
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deblank(DynareModel.endo_names(i,:))))
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end
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end
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else
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a = DynareModel.aux_vars(k);
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if a.type == 1
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if any(strcmp(deblank(DynareModel.endo_names(a.orig_index,:)), ds.name))
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endo_histval(i,DynareModel.maximum_endo_lag) = ...
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ds{deblank(DynareModel.endo_names(a.orig_index,:))}(initialperiod-1+a.orig_lead_lag).data;
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else
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error(sprintf('Can''t find %s in dseries', ...
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deblank(DynareModel.endo_names(a.orig_index,:))))
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end
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end
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k = k + 1;
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end
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end
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if nargout>1
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exo_histval = zeros(DynareModel.maximum_exo_lag, DynareModel.exo_nbr);
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exo_list = cellstr(DynareModel.exo_names);
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available_exo_variables = ismember(exo_list, ds.name);
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if any(~available_exo_variables)
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skipline()
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disp('Some exogenous variables are not available in the dseries object.')
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disp('Lagged values for these exogenous are zero.')
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skipline()
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end
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for t = 1:DynareModel.maximum_exo_lag
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for i=1:DynareModel.exo_nbr
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if available_exo_variables(i)
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exo_histval(DynareModel.maximum_exo_lag+1-t,i) = ds{exo_list{i}}(initialperiod-t).data;
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end
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end
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end
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end
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