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Merge branch 'filtered_variables' of git.dynare.org:JohannesPfeifer/dynare

time-shift
Sébastien Villemot 2021-01-28 16:53:30 +01:00
parent af67b4f7c9 c596b8890e
commit 6ac1af7035
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2 changed files with 5 additions and 2 deletions
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2
matlab/pm3.m
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@ -264,7 +264,7 @@ else
end
if filter_step_ahead_indicator
for K_step = 1:length(options_.filter_step_ahead)
name4=['Filtered_Variables_',num2str(K_step),'_step_ahead'];
name4=['Filtered_Variables_',num2str(options_.filter_step_ahead(K_step)),'_step_ahead'];
oo_.(name4).Mean.(name) = squeeze(Mean_filter_step_ahead(K_step,i,:));
oo_.(name4).Median.(name) = squeeze(Median_filter_step_ahead(K_step,i,:));
oo_.(name4).Var.(name) = squeeze(Var_filter_step_ahead(K_step,i,:));

5
tests/observation_trends_and_prefiltering/Trend_diagnostics_MCMC_common.inc
View File

@ -59,4 +59,7 @@ end
if abs(mean(oo_.SmoothedShocks.Mean.e_y))>1e-2 || abs(mean(oo_.SmoothedShocks.Mean.e_p))>1e-2 || abs(mean(oo_.SmoothedShocks.Median.e_y))>1e-2 || abs(mean(oo_.SmoothedShocks.Median.e_p))>1e-2
error('Residuals are not mean 0')
end
end
fields_to_delete={'Constant','Smoother','SmoothedShocks','FilteredVariablesKStepAhead','FilteredVariablesKStepAheadVariances','FilteredVariables','SmoothedVariables','UpdatedVariables','PointForecast','MeanForecast','Filtered_Variables_1_step_ahead','Filtered_Variables_2_step_ahead','Filtered_Variables_4_step_ahead'};
oo_=rmfield(oo_,fields_to_delete);