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Fixed bug with realtime conditional shock decompo

time-shift
Marco Ratto 2017-01-30 09:38:58 +01:00 committed by Stéphane Adjemian (Charybdis)
parent f87e240b30
commit 441d34a6ee
1 changed files with 1 additions and 4 deletions
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5
matlab/realtime_shock_decomposition.m
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@ -208,7 +208,7 @@ for j=presample+1:nobs,
%% realtime conditional shock decomp k step ahead
if forecast_ && presample<j,
for ind_forecast_=1:min(forecast_,j-presample)
for ind_forecast_=0:min(forecast_,j-presample)
zn = zeros(endo_nbr,nshocks+2,ind_forecast_+1);
zn(:,end,1:ind_forecast_+1) = Smoothed_Variables_deviation_from_mean(:,gend-ind_forecast_:gend);
for i=1:ind_forecast_+1,
@ -227,9 +227,6 @@ for j=presample+1:nobs,
% zn(:,1:nshocks,i) = zn(:,1:nshocks,i) + B(inv_order_var,:).*repmat(epsilon(:,i+gend-forecast_-1)',endo_nbr,1);
zn(:,nshocks+1,i) = zn(:,nshocks+2,i) - sum(zn(:,1:nshocks,i),2);
if i==1 && ind_forecast_==1
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-ind_forecast_)])(:,:,1)=zn(:,:,1);
end
end
oo_.realtime_conditional_shock_decomposition.(['time_' int2str(j-ind_forecast_)])(:,:,1+ind_forecast_)=zn(:,:,end);
end