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v4.1: header + reindent 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2684 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2009-05-20 16:28:46 +00:00
parent d0c00a740b
commit 10f712268e
1 changed files with 43 additions and 43 deletions
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86
matlab/forecast.m
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@ -17,7 +17,7 @@ function info = forecast(var_list,task)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2008 Dynare Team
% Copyright (C) 2003-2009 Dynare Team
%
% This file is part of Dynare.
%
@ -62,45 +62,45 @@ function info = forecast(var_list,task)
trend = 0;
switch task
case 'simul'
horizon = options_.periods;
if horizon == 0
horizon = 5;
end
if size(oo_.endo_simul,2) < maximum_lag
y0 = repmat(oo_.steady_state,1,maximum_lag);
else
y0 = oo_.endo_simul(:,1:maximum_lag);
end
case 'smoother'
horizon = options_.forecast;
y_smoothed = oo_.SmoothedVariables;
y0 = zeros(M_.endo_nbr,maximum_lag);
for i = 1:M_.endo_nbr
v_name = deblank(M_.endo_names(i,:));
y0(i,:) = y_smoothed.(v_name)(end-maximum_lag+1:end)+oo_.dr.ys(i);
end
gend = options_.nobs;
if isfield(oo_.Smoother,'TrendCoeffs')
var_obs = options_.varobs;
endo_names = M_.endo_names;
order_var = oo_.dr.order_var;
i_var_obs = [];
trend_coeffs = [];
for i=1:size(var_obs,1)
tmp = strmatch(var_obs(i,:),endo_names(i_var,:),'exact');
if ~isempty(tmp)
i_var_obs = [ i_var_obs; tmp];
trend_coeffs = [trend_coeffs; oo_.Smoother.TrendCoeffs(i)];
end
end
trend = trend_coeffs*(gend+(1-M_.maximum_lag:horizon));
end
global bayestopt_
if isfield(bayestopt_,'mean_varobs')
trend = trend + repmat(bayestopt_.mean_varobs,1,horizon+M_.maximum_lag);
end
otherwise
error('Wrong flag value')
horizon = options_.periods;
if horizon == 0
horizon = 5;
end
if size(oo_.endo_simul,2) < maximum_lag
y0 = repmat(oo_.steady_state,1,maximum_lag);
else
y0 = oo_.endo_simul(:,1:maximum_lag);
end
case 'smoother'
horizon = options_.forecast;
y_smoothed = oo_.SmoothedVariables;
y0 = zeros(M_.endo_nbr,maximum_lag);
for i = 1:M_.endo_nbr
v_name = deblank(M_.endo_names(i,:));
y0(i,:) = y_smoothed.(v_name)(end-maximum_lag+1:end)+oo_.dr.ys(i);
end
gend = options_.nobs;
if isfield(oo_.Smoother,'TrendCoeffs')
var_obs = options_.varobs;
endo_names = M_.endo_names;
order_var = oo_.dr.order_var;
i_var_obs = [];
trend_coeffs = [];
for i=1:size(var_obs,1)
tmp = strmatch(var_obs(i,:),endo_names(i_var,:),'exact');
if ~isempty(tmp)
i_var_obs = [ i_var_obs; tmp];
trend_coeffs = [trend_coeffs; oo_.Smoother.TrendCoeffs(i)];
end
end
trend = trend_coeffs*(gend+(1-M_.maximum_lag:horizon));
end
global bayestopt_
if isfield(bayestopt_,'mean_varobs')
trend = trend + repmat(bayestopt_.mean_varobs,1,horizon+M_.maximum_lag);
end
otherwise
error('Wrong flag value')
end
if M_.exo_det_nbr == 0
@ -110,9 +110,9 @@ function info = forecast(var_list,task)
if horizon > exo_det_length
ex = zeros(horizon,M_.exo_nbr);
oo_.exo_det_simul = [ oo_.exo_det_simul;...
repmat(oo_.exo_det_steady_state',...
horizon- ...
exo_det_length,1)];
repmat(oo_.exo_det_steady_state',...
horizon- ...
exo_det_length,1)];
%ex_det_length,1),1)];
elseif horizon < exo_det_length
ex = zeros(exo_det_length,M_.exo_nbr);