create report for SUR estimation

matlab/ols/create_sur_report.m

@@ -0,0 +1,80 @@
+function create_sur_report()
+%function create_sur_report()
+% Creates report for all SUR models estimated in oo_
+%
+% INPUTS
+% none
+%
+% OUTPUTS
+% none
+%
+% SPECIAL REQUIREMENTS
+%   dynare must have been run with the option: json=compute
+
+% Copyright (C) 2019 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+global oo_
+
+if ~isfield(oo_, 'sur')
+    disp(['create_sur_report: to use this function you must '...
+        'have already estimated a SUR model']);
+    return
+end
+
+%% Begin Report
+rep = report();
+
+%% loop through SUR estimationsd
+fields = fieldnames(oo_.sur);
+for i = 1:length(fields)
+    rep = rep.addPage(...
+        'title', ['SUR model ' regexprep(fields{i}, '_', '\\_')], ...
+        'titleFormat', '\large\bfseries');
+
+    rep = rep.addSection('cols', 1);
+    preamble = sprintf('No. Equations: %d\\newline Observations: %d\\newline', ...
+        oo_.sur.(fields{i}).neqs, oo_.sur.(fields{i}).dof);
+    rep = rep.addParagraph(...
+        'indent', false, ...
+        'text', preamble);
+
+    rep = rep.addSection('cols', 1);
+    column_names = {'', 'Estimates','t-statistic','Std. Error'};
+    rep = rep.addTable(...
+        'precision', 5, ...
+        'column_names', column_names);
+    rep = rep.addData('data', {...
+        oo_.sur.(fields{i}).pname, ...
+        oo_.sur.(fields{i}).beta ...
+        oo_.sur.(fields{i}).tstat ...
+        oo_.sur.(fields{i}).stderr});
+    
+    rep = rep.addSection('cols', 1);
+    afterward = [sprintf('$R^2$: %f\\newline ', oo_.sur.(fields{i}).R2), ...
+        sprintf('$R^2$ Adjusted: %f\\newline ', oo_.sur.(fields{i}).adjR2), ...
+        sprintf('$s^2$: %f\\newline ', oo_.sur.(fields{i}).s2), ...
+        sprintf('Durbin-Watson: %f\\newline ', oo_.sur.(fields{i}).dw)];
+    rep = rep.addParagraph(...
+        'indent', false, ...
+        'text', afterward);
+end
+
+%% Write & Compile Report
+rep.write();
+rep.compile();
+end

matlab/ols/sur.m

@@ -171,10 +171,13 @@ oo_.sur.(model_name).stderr = sqrt(oo_.sur.(model_name).s2*diag(xpxi));
 % T-Stat
 oo_.sur.(model_name).tstat = oo_.sur.(model_name).beta./oo_.sur.(model_name).stderr;
 
+oo_.sur.(model_name).neqs = neqs;
+oo_.sur.(model_name).pname = X.name;
+
 %% Print Output
 if ~options_.noprint
     preamble = {['Model name: ' model_name], ...
-        sprintf('No. Equations: %d', neqs), ...
+        sprintf('No. Equations: %d', oo_.sur.(model_name).neqs), ...
         sprintf('No. Independent Variables: %d', size(X, 2)), ...
         sprintf('Observations: %d', oo_.sur.(model_name).dof)};