stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

added testing for flip diff and init2shocks

time-shift
Marco Ratto 2019-12-12 16:53:45 +01:00
parent 35b63e87d6
commit 2edf6d05a3
1 changed files with 28 additions and 15 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

43
tests/shock_decomposition/ls2003_plot.mod
View File

@ -76,46 +76,59 @@ supply = e_A ;
'RoW shocks' = e_q e_ys e_pies ;
monetary = e_R ;
end;
init2shocks;
dq e_q;
A e_A;
end;
options_.initial_date=dates('1989Q4'); % date arbitrarily set for testing purposes
shock_decomposition(use_shock_groups=trade) y_obs R_obs pie_obs dq de;
// various tests for plot_shock_decompositions
// standard plot [using trade group defined before]
plot_shock_decomposition;
// standard plot
plot_shock_decomposition y_obs R_obs pie_obs dq de;
// test datailed, custom name and yoy plots
plot_shock_decomposition(detail_plot, fig_name = MR, type = yoy);
plot_shock_decomposition(detail_plot, fig_name = MR, type = yoy) y_obs R_obs pie_obs dq de;
// testing init2shocks
initial_condition_decomposition(detail_plot, type=aoa, steadystate, write_xls, plot_init_date=1991Q1, plot_end_date=1995Q4, graph_format=fig) R_obs;
plot_shock_decomposition(init2shocks) y_obs R_obs pie_obs dq de;
plot_shock_decomposition(init2shocks,use_shock_groups=trade) y_obs R_obs pie_obs dq de;
// testing flip and diff
plot_shock_decomposition(diff, use_shock_groups=trade) y_obs;
plot_shock_decomposition(flip, use_shock_groups=trade) de;
close all,
// testing realtime decomposition
// first compute realtime decompositions [pre-processor not yet available]
realtime_shock_decomposition(forecast=8, save_realtime=[5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77]);
realtime_shock_decomposition(forecast=8, save_realtime=[5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77]) y_obs R_obs pie_obs dq de;
//realtime pooled
plot_shock_decomposition(realtime = 1);
plot_shock_decomposition(realtime = 1) y_obs R_obs pie_obs dq de;
//conditional pooled
plot_shock_decomposition(realtime = 2);
plot_shock_decomposition(realtime = 2) y_obs R_obs pie_obs dq de;
// conditional 8-step ahead decomposition, given 1989q4
plot_shock_decomposition(detail_plot, realtime = 2, vintage = 29);
plot_shock_decomposition(detail_plot, realtime = 2, vintage = 29) y_obs R_obs pie_obs dq de;
close all,
//forecast pooled
plot_shock_decomposition(realtime = 3);
plot_shock_decomposition(realtime = 3) y_obs R_obs pie_obs dq de;
// forecast 8-step ahead decomposition, given 1989q4
plot_shock_decomposition(detail_plot, realtime = 3, vintage = 29);
plot_shock_decomposition(detail_plot, realtime = 3, vintage = 29) y_obs R_obs pie_obs dq de;
close all,
// now I test annualized variables
options_.plot_shock_decomp.q2a=1;
options_.plot_shock_decomp.islog=1;
// options_.plot_shock_decomp.q2a=1;
// options_.plot_shock_decomp.islog=1;
plot_shock_decomposition(detail_plot, type = aoa) y;
plot_shock_decomposition(realtime = 1) y;
@ -126,14 +139,14 @@ plot_shock_decomposition(realtime = 3, vintage = 29) y;
close all
//test uimenu for groups
plot_shock_decomposition(detail_plot, interactive, use_shock_groups = row, type = qoq);
plot_shock_decomposition(detail_plot, interactive, realtime = 3, vintage = 29);
plot_shock_decomposition(detail_plot, interactive, use_shock_groups = row, type = qoq, plot_init_date=2004Q1) y_obs R_obs pie_obs dq de;
plot_shock_decomposition(detail_plot, interactive, realtime = 3, vintage = 29) y_obs R_obs pie_obs dq de;
close all,
// testing realtime decomposition with fast_realtime option
realtime_shock_decomposition(fast_realtime=75);
realtime_shock_decomposition(fast_realtime=75) y_obs R_obs pie_obs dq de;
collect_latex_files;
if system(['pdflatex -halt-on-error -interaction=batchmode ' M_.fname '_TeX_binder.tex'])