Merge branch 'filtered_variables' of git.dynare.org:JohannesPfeifer/dynare
commit
6ac1af7035
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@ -264,7 +264,7 @@ else
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end
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end
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if filter_step_ahead_indicator
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if filter_step_ahead_indicator
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for K_step = 1:length(options_.filter_step_ahead)
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for K_step = 1:length(options_.filter_step_ahead)
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name4=['Filtered_Variables_',num2str(K_step),'_step_ahead'];
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name4=['Filtered_Variables_',num2str(options_.filter_step_ahead(K_step)),'_step_ahead'];
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oo_.(name4).Mean.(name) = squeeze(Mean_filter_step_ahead(K_step,i,:));
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oo_.(name4).Mean.(name) = squeeze(Mean_filter_step_ahead(K_step,i,:));
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oo_.(name4).Median.(name) = squeeze(Median_filter_step_ahead(K_step,i,:));
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oo_.(name4).Median.(name) = squeeze(Median_filter_step_ahead(K_step,i,:));
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oo_.(name4).Var.(name) = squeeze(Var_filter_step_ahead(K_step,i,:));
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oo_.(name4).Var.(name) = squeeze(Var_filter_step_ahead(K_step,i,:));
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@ -59,4 +59,7 @@ end
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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
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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
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error('Residuals are not mean 0')
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error('Residuals are not mean 0')
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end
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end
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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'};
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oo_=rmfield(oo_,fields_to_delete);
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