From 70d8a84490cbb5159b18df39c0adf17c7546059b Mon Sep 17 00:00:00 2001 From: michel Date: Thu, 4 Sep 2008 01:16:50 +0000 Subject: [PATCH] added updated variables (a_t|t) and reverted the change in name for filtered_variables various bug corrections for posterior statistics git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2031 ac1d8469-bf42-47a9-8791-bf33cf982152 --- matlab/prior_posterior_statistics.m | 33 ++++++++++++++--------------- 1 file changed, 16 insertions(+), 17 deletions(-) diff --git a/matlab/prior_posterior_statistics.m b/matlab/prior_posterior_statistics.m index a0f522cad..b61e25b53 100644 --- a/matlab/prior_posterior_statistics.m +++ b/matlab/prior_posterior_statistics.m @@ -124,7 +124,7 @@ if options_.smoother stock_smooth = zeros(endo_nbr,gend,MAX_nsmoo); stock_innov = zeros(exo_nbr,gend,B); stock_error = zeros(nvobs,gend,MAX_nerro); - stock_filter = zeros(endo_nbr,gend,MAX_nsmoo); + stock_update = zeros(endo_nbr,gend,MAX_nsmoo); run_smoother = 1; end @@ -145,21 +145,23 @@ for b=1:B [deep, logpo] = GetOneDraw(type); set_all_parameters(deep); dr = resol(oo_.steady_state,0); + %if moments_varendo % stock_moments{irun(8)} = compute_model_moments(dr,M_,options_); %end + if run_smoother [alphahat,etahat,epsilonhat,alphatilde,SteadyState,trend_coeff,aK] = ... DsgeSmoother(deep,gend,Y); if options_.loglinear stock_smooth(dr.order_var,:,irun(1)) = alphahat(1:endo_nbr,:)+ ... repmat(log(dr.ys(dr.order_var)),1,gend); - stock_filter(dr.order_var,:,irun(1)) = alphatilde(1:endo_nbr,:)+ ... + stock_update(dr.order_var,:,irun(1)) = alphatilde(1:endo_nbr,:)+ ... repmat(log(dr.ys(dr.order_var)),1,gend); else stock_smooth(dr.order_var,:,irun(1)) = alphahat(1:endo_nbr,:)+ ... repmat(dr.ys(dr.order_var),1,gend); - stock_filter(dr.order_var,:,irun(1)) = alphatilde(1:endo_nbr,:)+ ... + stock_update(dr.order_var,:,irun(1)) = alphatilde(1:endo_nbr,:)+ ... repmat(dr.ys(dr.order_var),1,gend); end stock_innov(:,:,irun(2)) = etahat; @@ -211,8 +213,8 @@ for b=1:B stock = stock_smooth(:,:,1:irun(1)-1); ifil(1) = ifil(1) + 1; save([DirectoryName '/' M_.fname '_smooth' int2str(ifil(1)) '.mat'],'stock'); - stock = stock_filter(:,:,1:irun(1)-1); - save([DirectoryName '/' M_.fname '_filter' int2str(ifil(1)) '.mat'],'stock'); + stock = stock_update(:,:,1:irun(1)-1); + save([DirectoryName '/' M_.fname '_update' int2str(ifil(1)) '.mat'],'stock'); irun(1) = 1; end @@ -286,10 +288,10 @@ save([DirectoryName '/' M_.fname '_data.mat'],'stock_gend','stock_data'); if options_.smoother pm3(endo_nbr,gend,ifil(1),B,'Smoothed variables',... '',M_.endo_names,'tit_tex',M_.endo_names,... - varlist,'smoothed_variables',[M_.fname '/metropolis'],'_smooth'); + varlist,'SmoothedVariables',[M_.fname '/metropolis'],'_smooth'); pm3(exo_nbr,gend,ifil(2),B,'Smoothed shocks',... '',M_.exo_names,'tit_tex',M_.exo_names,... - M_.exo_names,'smoothed_shocks',[M_.fname '/metropolis'],'_inno'); + M_.exo_names,'SmoothedShocks',[M_.fname '/metropolis'],'_inno'); if nvn % needs to be fixed % pm3(endo_nbr,gend,ifil(3),B,'Smoothed measurement errors',... @@ -299,23 +301,20 @@ if options_.smoother end if options_.filtered_vars - pm3(endo_nbr,gend,ifil(1),B,'Filtered variables',... + pm3(endo_nbr,gend,ifil(1),B,'Updated Variables',... '',M_.endo_names,'tit_tex',M_.endo_names,... - varlist,'filtered_current_variables',[M_.fname '/metropolis'], ... - '_filter'); -end - -if options_.filter_step_ahead - pm3(endo_nbr,gend+1,ifil(1),B,'One step ahead forecast',... + varlist,'UpdatedVariables',[M_.fname '/metropolis'], ... + '_update'); + pm3(endo_nbr,gend+1,ifil(4),B,'One step ahead forecast',... '',M_.endo_names,'tit_tex',M_.endo_names,... - varlist,'one_step_ahead',[M_.fname '/metropolis'],'_filter_step_ahead'); + varlist,'FilteredVariables',[M_.fname '/metropolis'],'_filter_step_ahead'); end if options_.forecast pm3(endo_nbr,horizon+maxlag,ifil(6),B,'Forecasted variables (mean)',... '',M_.endo_names,'tit_tex',M_.endo_names,... - varlist,'mean_forecast',[M_.fname '/metropolis'],'_forc_mean'); + varlist,'MeanForecast',[M_.fname '/metropolis'],'_forc_mean'); pm3(endo_nbr,horizon+maxlag,ifil(6),B,'Forecasted variables (point)',... '',M_.endo_names,'tit_tex',M_.endo_names,... - varlist,'point_forecast',[M_.fname '/metropolis'],'_forc_point'); + varlist,'PointForecast',[M_.fname '/metropolis'],'_forc_point'); end \ No newline at end of file