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stock parameters and small bug fix 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2009-09-24 17:25:31 +00:00
parent e9a017b3fb
commit 2645113760
1 changed files with 10 additions and 6 deletions
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16
matlab/dynare_identification.m
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@ -47,6 +47,7 @@ if ~isempty(estim_params_.var_exo)
end
useautocorr = 1;
nlags = 3;
nparam = length(bayestopt_.name);
if iload ==0,
@ -68,6 +69,7 @@ while iteration < SampleSize,
[JJ, H, GAM] = getJJ(A, B, M_,oo_,options_,0,indx,indexo,bayestopt_.mf2,nlags,useautocorr);
siJ = abs(JJ(find(GAM),:).*(1./GAM(find(GAM))*params));
siH = abs(H(find(abs(tau)>1.e-10),:).*(1./tau(find(abs(tau)>1.e-10))*params));
stock_params(iteration,:) = params;
if iteration ==1,
siJmean = siJ./SampleSize;
siHmean = siH./SampleSize;
@ -93,9 +95,11 @@ siJmean = siJmean./(max(siJmean')'*ones(size(params)));
close(h)
save([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', 'siHmean', 'siJmean')
save([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', ...
'siHmean', 'siJmean', 'stock_params')
else
load([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', 'siHmean', 'siJmean')
load([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', ...
'siHmean', 'siJmean', 'stock_params')
end
disp_identification(pdraws, idemodel, idemoments)
@ -104,7 +108,7 @@ figure,
myboxplot(siHmean)
set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
for ip=1:length(params),
for ip=1:nparam,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title('Sensitivity in the model')
@ -113,7 +117,7 @@ figure,
myboxplot(siJmean)
set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
for ip=1:length(params),
for ip=1:nparam,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title('Sensitivity in the moments')
@ -122,7 +126,7 @@ figure,
myboxplot(idemodel.Mco')
set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
for ip=1:length(params),
for ip=1:nparam,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title('Multicollinearity in the model')
@ -131,7 +135,7 @@ figure,
myboxplot(idemoments.Mco')
set(gca,'ylim',[0 1])
set(gca,'xticklabel','')
for ip=1:length(params),
for ip=1:nparam,
text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
end
title('Multicollinearity in the moments')