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clean up get_ar_ec_matrices

time-shift
Houtan Bastani 2018-05-16 10:23:19 +02:00
parent 397a850ce5
commit 1929a07d71
1 changed files with 4 additions and 14 deletions
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18
matlab/get_ar_ec_matrices.m
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@ -138,25 +138,15 @@ for i = 1:length(rhsvars)
ndiffs = ndiffs - 1;
end
for k = 0:ndiffs
if mod(k, 2) == 0
oo_.var.(var_model_name).ar(i, rhsvars{i}.arRhsIdxs(j), lag + k) = ...
oo_.var.(var_model_name).ar(i, rhsvars{i}.arRhsIdxs(j), lag + k) + nchoosek(ndiffs,k) * g1(i, g1col);
else
oo_.var.(var_model_name).ar(i, rhsvars{i}.arRhsIdxs(j), lag + k) = ...
oo_.var.(var_model_name).ar(i, rhsvars{i}.arRhsIdxs(j), lag + k) - nchoosek(ndiffs,k) * g1(i, g1col);
end
oo_.var.(var_model_name).ar(i, rhsvars{i}.arRhsIdxs(j), lag + k) = ...
oo_.var.(var_model_name).ar(i, rhsvars{i}.arRhsIdxs(j), lag + k) + (-1)^k * nchoosek(ndiffs,k) * g1(i, g1col);
end
elseif rhsvars{i}.ecRhsIdxs(j) > 0
% Fill EC
[lag, ndiffs] = findLagForVar(var, -rhsvars{i}.lags(j), 0, ecRhsVars);
for k = 0:ndiffs
if mod(k, 2) == 0
oo_.var.(var_model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag + k) = ...
oo_.var.(var_model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag + k) + nchoosek(ndiffs,k) * g1(i, g1col);
else
oo_.var.(var_model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag + k) = ...
oo_.var.(var_model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag + k) - nchoosek(ndiffs,k) * g1(i, g1col);
end
oo_.var.(var_model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag + k) = ...
oo_.var.(var_model_name).ec(i, rhsvars{i}.ecRhsIdxs(j), lag + k) + (-1)^k * nchoosek(ndiffs,k) * g1(i, g1col);
end
else
error('Shouldn''t arrive here');