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MS-SBVAR: support annual data (fix thanks to Margarita Zabelina)

time-shift
Houtan Bastani 2012-02-01 18:03:55 +01:00
parent e4546ba32f
commit 837451c724
3 changed files with 8 additions and 1 deletions
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2
matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs.m
View File

@ -141,6 +141,8 @@ for i = 1:lags
sgpbid((i-1)*nvar+j) = lagdecay^2/sgsh(j); % ith equation
elseif (q_m==4)
sgpbid((i-1)*nvar+j) = (1/i^mu(4))^2/sgsh(j); % ith equation
elseif (q_m==1)
sgpbid((i-1)*nvar+j) = (1/(i*4)^mu(4))^2/sgsh(j); % ith equation
else
error('Incompatibility with lags, check the possible errors!!!')
%warning('Incompatibility with lags, check the possible errors!!!')

2
matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs_tv2.m
View File

@ -163,6 +163,8 @@ for i = 1:lags
sgpbid((i-1)*nvar+j) = lagdecay^2/sgsh(j); % ith equation
elseif (q_m==4)
sgpbid((i-1)*nvar+j) = (1/i^mu(4))^2/sgsh(j); % ith equation
elseif (q_m==1)
sgpbid((i-1)*nvar+j) = (1/(i*4)^mu(4))^2/sgsh(j); % ith equation
else
error('Incompatibility with lags, check the possible errors!!!')
%warning('Incompatibility with lags, check the possible errors!!!')

5
matlab/ms-sbvar/msstart2.m
View File

@ -176,8 +176,11 @@ if (options_.ms.freq==12)
elseif (options_.ms.freq==4)
nStart=(yrStart-options_.ms.initial_year )*4+qmStart-options_.ms.initial_subperiod ; % positive number of months at the start
nEnd=(yrEnd-options_.ms.final_year )*4+qmEnd-options_.ms.final_subperiod ; % negative number of months towards end
elseif (options_.ms.freq==1)
nStart=(yrStart-options_.ms.initial_year )*1+qmStart-options_.ms.initial_subperiod ; % positive number of months at the start
nEnd=(yrEnd-options_.ms.final_year )*1+qmEnd-options_.ms.final_subperiod ; % negative number of months towards end
else
error('Error: this code is only good for monthly/quarterly data!!!')
error('Error: this code is only good for monthly/quarterly/yearly data!!!')
return
end
%