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Cosmetic changes to forcst2.m and forcst2a.m 

Cleans and documents files
time-shift
Johannes Pfeifer 2015-03-01 19:34:22 +01:00 committed by Johannes Pfeifer
parent dcf0d75d55
commit 6a3c2b7b44
2 changed files with 23 additions and 10 deletions
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17
matlab/forcst2.m
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@ -1,5 +1,16 @@
function yf=forcst2(y0,horizon,dr,n)
% function yf=forcst2(y0,horizon,dr,n)
%
% computes forecasts based on first order model solution, given shocks drawn from the shock distribution
% Inputs:
% - y0 [endo_nbr by maximum_endo_lag] matrix of starting values
% - dr [structure] structure with Dynare decision rules
% - e [horizon by exo_nbr] matrix with shocks
% - n [scalar] number of repetitions
%
% Outputs:
% - yf [horizon+ykmin_ by endo_nbr by n] array of forecasts
%
% Copyright (C) 2008-2010 Dynare Team
%
% This file is part of Dynare.
@ -24,14 +35,10 @@ endo_nbr = M_.endo_nbr;
exo_nbr = M_.exo_nbr;
ykmin_ = M_.maximum_endo_lag;
order = options_.order;
k1 = [ykmin_:-1:1];
k2 = dr.kstate(find(dr.kstate(:,2) <= ykmin_+1),[1 2]);
k2 = k2(:,1)+(ykmin_+1-k2(:,2))*endo_nbr;
it_ = ykmin_ + 1 ;
% eliminate shocks with 0 variance
i_exo_var = setdiff([1:exo_nbr],find(diag(Sigma_e_) == 0));
nxs = length(i_exo_var);

16
matlab/forcst2a.m
View File

@ -1,6 +1,15 @@
function yf=forcst2a(y0,dr,e)
% Copyright (C) 2008-2010 Dynare Team
% function yf=forcst2a(y0,dr,e)
% computes forecasts based on first order model solution, assuming the absence of shocks
% Inputs:
% - y0 [endo_nbr by maximum_endo_lag] matrix of starting values
% - dr [structure] structure with Dynare decision rules
% - e [horizon by exo_nbr] matrix with shocks
%
% Outputs:
% - yf [horizon+maximum_endo_lag,endo_nbr] matrix of forecasts
%
% Copyright (C) 2008-2015 Dynare Team
%
% This file is part of Dynare.
%
@ -19,13 +28,10 @@ function yf=forcst2a(y0,dr,e)
global M_ options_
Sigma_e_ = M_.Sigma_e;
endo_nbr = M_.endo_nbr;
exo_nbr = M_.exo_nbr;
ykmin_ = M_.maximum_endo_lag;
horizon = size(e,1);
order = options_.order;
k1 = [ykmin_:-1:1];
k2 = dr.kstate(find(dr.kstate(:,2) <= ykmin_+1),[1 2]);