reporting: add new test

time-shift
Houtan Bastani 2014-06-11 12:32:00 +02:00
parent 3ed5659f35
commit 27cc7b71b3
2 changed files with 81 additions and 1 deletions

View File

@ -177,7 +177,8 @@ MODFILES = \
loglinear/example4_loglinear.mod \
smoother2histval/fs2000_simul.mod \
smoother2histval/fs2000_smooth.mod \
smoother2histval/fs2000_smooth_stoch_simul.mod
smoother2histval/fs2000_smooth_stoch_simul.mod \
reporting/example1.mod
XFAIL_MODFILES = ramst_xfail.mod \
estim_param_in_shock_value.mod

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@ -0,0 +1,79 @@
// Example 1 from Collard's guide to Dynare
var y, c, k, a, h, b;
varexo e, u;
verbatim;
% I want these comments included in
% example1.m
%
var = 1;
end;
parameters beta, rho, alpha, delta, theta, psi, tau;
alpha = 0.36;
rho = 0.95;
tau = 0.025;
beta = 0.99;
delta = 0.025;
psi = 0;
theta = 2.95;
phi = 0.1;
model;
c*theta*h^(1+psi)=(1-alpha)*y;
k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
k = exp(b)*(y-c)+(1-delta)*k(-1);
a = rho*a(-1)+tau*b(-1) + e;
b = tau*a(-1)+rho*b(-1) + u;
end;
initval;
y = 1.08068253095672;
c = 0.80359242014163;
h = 0.29175631001732;
k = 11.08360443260358;
a = 0;
b = 0;
e = 0;
u = 0;
end;
shocks;
var e; stderr 0.009;
var u; stderr 0.009;
var e, u = phi*0.009*0.009;
end;
stoch_simul;
@#define endovars=["y", "c", "k", "a", "h", "b"]
@#for var in endovars
shocke.@{var} = dseries(@{var}_e, 2014q3, '@{var}');
shocku.@{var} = dseries(@{var}_u, 2014q3, '@{var}');
@#endfor
r = report();
@#for shock in ["e", "u"]
r = r.addPage('title',{'Dseries/Report Example','Shock @{shock}'},...
'titleFormat', {'\Large\bfseries', '\large\bfseries'});
r = r.addSection('cols', 2);
@# for var in endovars
r = r.addGraph('data', shock@{shock}.@{var}, 'title', '@{var}', ...
'showGrid', false, 'yTickLabelPrecision', 2, 'yTickLabelZeroFill', false);
r = r.addSeries('graphHline', 0, 'graphLineColor', 'red');
@# endfor
r = r.addVspace('number', 2);
r = r.addSection('cols', 1);
r = r.addTable('range', 2022q1:2024q1, 'precision', 5);
@# for var in endovars
r = r.addSeries('data', shock@{shock}.@{var});
@# endfor
@#endfor
r.write();
r.compile();