update var_expectation code and tests for change in field name
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50fbc8026c
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6ec9758313
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@ -44,21 +44,21 @@ end
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varexpectationmodel = DynareModel.var_expectation.(varexpectationmodelname);
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varexpectationmodel = DynareModel.var_expectation.(varexpectationmodelname);
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% Get the name of the associated VAR model and test its existence.
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% Get the name of the associated VAR model and test its existence.
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if ~isfield(DynareModel.var, varexpectationmodel.var_model_name)
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if ~isfield(DynareModel.var, varexpectationmodel.auxiliary_model_name)
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error('Unknown VAR (%s) in VAR_EXPECTATION_MODEL (%s)!', varexpectationmodel.var_model_name, varexpectationmodelname)
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error('Unknown VAR (%s) in VAR_EXPECTATION_MODEL (%s)!', varexpectationmodel.auxiliary_model_name, varexpectationmodelname)
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end
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end
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varmodel = DynareModel.var.(varexpectationmodel.var_model_name);
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varmodel = DynareModel.var.(varexpectationmodel.auxiliary_model_name);
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% Check that we have the values of the VAR matrices.
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% Check that we have the values of the VAR matrices.
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if ~isfield(DynareOutput.var, varexpectationmodel.var_model_name)
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if ~isfield(DynareOutput.var, varexpectationmodel.auxiliary_model_name)
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error('VAR model %s has to be estimated or calibrated first!', varexpectationmodel.var_model_name)
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error('VAR model %s has to be estimated or calibrated first!', varexpectationmodel.auxiliary_model_name)
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end
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end
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varcalib = DynareOutput.var.(varexpectationmodel.var_model_name);
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varcalib = DynareOutput.var.(varexpectationmodel.auxiliary_model_name);
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if ~isfield(varcalib, 'CompanionMatrix') || any(isnan(varcalib.CompanionMatrix(:)))
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if ~isfield(varcalib, 'CompanionMatrix') || any(isnan(varcalib.CompanionMatrix(:)))
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message = sprintf('VAR model %s has to be estimated first.', varexpectationmodel.var_model_name);
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message = sprintf('VAR model %s has to be estimated first.', varexpectationmodel.auxiliary_model_name);
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message = sprintf('s\nPlease use get_companion_matrix command first.', message);
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message = sprintf('s\nPlease use get_companion_matrix command first.', message);
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error(message)
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error(message)
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end
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end
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@ -36,7 +36,7 @@ var_model(model_name = toto, eqtags = [ 'X' 'Y' 'Z' ]);
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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*/
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*/
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var_expectation_model(model_name = varexp, variable = x, var_model_name = toto, horizon = 1, discount = beta) ;
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var_expectation_model(model_name = varexp, variable = x, auxiliary_model_name = toto, horizon = 1, discount = beta) ;
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model;
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model;
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@ -36,7 +36,7 @@ var_model(model_name = toto, eqtags = [ 'X' 'Y' 'Z' ]);
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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*/
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*/
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var_expectation_model(model_name = varexp, variable = x, var_model_name = toto, horizon = 2, discount = beta) ;
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var_expectation_model(model_name = varexp, variable = x, auxiliary_model_name = toto, horizon = 2, discount = beta) ;
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model;
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model;
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@ -36,7 +36,7 @@ var_model(model_name = toto, eqtags = [ 'X' 'Y' 'Z' ]);
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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*/
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*/
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var_expectation_model(model_name = varexp, variable = x, var_model_name = toto, horizon = 0:Inf, discount = beta) ;
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var_expectation_model(model_name = varexp, variable = x, auxiliary_model_name = toto, horizon = 0:Inf, discount = beta) ;
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model;
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model;
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@ -36,7 +36,7 @@ var_model(model_name = toto, eqtags = [ 'X' 'Y' 'Z' ]);
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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*/
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*/
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var_expectation_model(model_name = varexp, variable = x, var_model_name = toto, horizon = 0:500, discount = beta) ;
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var_expectation_model(model_name = varexp, variable = x, auxiliary_model_name = toto, horizon = 0:500, discount = beta) ;
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model;
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model;
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@ -36,7 +36,7 @@ var_model(model_name = toto, eqtags = [ 'X' 'Y' 'Z' ]);
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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** where the sum is over h=0,…,∞ and the conditional expectations are computed with VAR model `var_model_name`.
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*/
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*/
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var_expectation_model(model_name = varexp, variable = x, var_model_name = toto, horizon = 15:50, discount = beta) ;
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var_expectation_model(model_name = varexp, variable = x, auxiliary_model_name = toto, horizon = 15:50, discount = beta) ;
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model;
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model;
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