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shock_decomposition.m: correctly pass initial date for plotting

mr#2067
Johannes Pfeifer 2022-06-08 14:42:39 +02:00
parent 5423949047
commit 1b4a4c8778
2 changed files with 6 additions and 3 deletions
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6
matlab/evaluate_smoother.m
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@ -1,4 +1,4 @@
function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviation_form]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_)
function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviation_form,initial_date]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_)
% Evaluate the smoother at parameters.
%
% INPUTS
@ -29,6 +29,7 @@ function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviat
% order of declaration of variables (M_.endo_names)
% in deviations from their respective mean, i.e.
% without trend and constant part (used for shock_decomposition)
% o initial_date [dseries] initial period, used for shock_decomposition
%
% SPECIAL REQUIREMENTS
% None
@ -61,7 +62,8 @@ if ischar(parameters) && strcmp(parameters,'calibration')
options_.smoother=1;
end
[dataset_,dataset_info,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
[dataset_,dataset_info, ~, ~, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_);
initial_date=dataset_.firstdate;
% set the qz_criterium
options_=select_qz_criterium_value(options_);

3
matlab/shock_decomposition.m
View File

@ -84,8 +84,9 @@ end
options_.selected_variables_only = 0; %make sure all variables are stored
options_.plot_priors=0;
[oo_, M_, ~, ~, Smoothed_Variables_deviation_from_mean] = evaluate_smoother(parameter_set, varlist, M_, oo_, options_, bayestopt_, estim_params_);
[oo_, M_, ~, ~, Smoothed_Variables_deviation_from_mean, initial_date] = evaluate_smoother(parameter_set, varlist, M_, oo_, options_, bayestopt_, estim_params_);
options_.initial_date=initial_date;
% reduced form
dr = oo_.dr;