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Make unconditional forecasts save figures to graph folder 

Also provides more expressive title
time-shift
Johannes Pfeifer 2013-05-19 23:41:59 +02:00
parent 7bbe121769
commit 5842c6c1c5
2 changed files with 14 additions and 4 deletions
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7
matlab/imcforecast.m
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@ -81,14 +81,19 @@ if estimated_model
switch options_cond_fcst.parameter_set
case 'posterior_mode'
xparam = get_posterior_parameters('mode');
graph_title='Posterior Mode';
case 'posterior_mean'
xparam = get_posterior_parameters('mean');
graph_title='Posterior Mean';
case 'posterior_median'
xparam = get_posterior_parameters('median');
graph_title='Posterior Median';
case 'prior_mode'
xparam = bayestopt_.p5(:);
graph_title='Prior Mode';
case 'prior_mean'
xparam = bayestopt_.p1;
graph_title='Prior Mean';
otherwise
disp('imcforecast:: If the input argument is a string, then it has to be equal to:')
disp(' ''calibration'', ')
@ -232,5 +237,7 @@ for i = 1:EndoSize
eval(['forecasts.uncond.ci.' deblank(M_.endo_names(oo_.dr.order_var(i),:)) ...
' = [tmp(t1,:)'' ,tmp(t2,:)'' ]'';']);
end
forecasts.graph.title=graph_title;
forecasts.graph.fname=M_.fname;
save('conditional_forecasts.mat','forecasts');

11
matlab/plot_icforecast.m
View File

@ -38,16 +38,18 @@ if nargin==1 || isempty(periods) % Set default number of periods.
eval(['periods = length(forecasts.cond.Mean.' Variables(1,:) ');']);
end
forecasts.graph.OutputDirectoryName = CheckPath('graphs',forecasts.graph.fname);
for i=1:size(Variables,1)
eval(['ci1 = forecasts.cond.ci.' Variables(i,:) ';'])
eval(['m1 = forecasts.cond.Mean.' Variables(i,:) ';'])
eval(['ci2 = forecasts.uncond.ci.' Variables(i,:) ';'])
eval(['m2 = forecasts.uncond.Mean.' Variables(i,:) ';'])
build_figure(Variables(i,:),ci1(:,1:periods),ci2(:,1:periods),m1(1:periods),m2(1:periods),options_);
build_figure(Variables(i,:),ci1(:,1:periods),ci2(:,1:periods),m1(1:periods),m2(1:periods),options_,forecasts.graph);
end
function build_figure(name,cci1,cci2,mm1,mm2,options_)
hh = dyn_figure(options_,'Name',['Conditional forecast: ' name '.']);
function build_figure(name,cci1,cci2,mm1,mm2,options_,graphoptions)
hh = dyn_figure(options_,'Name',['Conditional forecast (' graphoptions.title ,'): ' name '.']);
H = length(mm1);
h1 = area(1:H,cci1(2,1:H));
set(h1,'BaseValue',min([min(cci1(1,:)),min(cci2(1,:))]))
@ -61,4 +63,5 @@ plot(1:H,mm2,'--k','linewidth',3)
plot(1:H,cci2(1,:),'--k','linewidth',1)
plot(1:H,cci2(2,:),'--k','linewidth',1)
axis tight
hold off
hold off
dyn_saveas(hh,[graphoptions.OutputDirectoryName '/Conditional_forecast_',strrep(deblank(graphoptions.title),' ','_'),'_',deblank(name)],options_)