From 837451c7249308e1c0390f9941bc835b2cbecc72 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Wed, 1 Feb 2012 18:03:55 +0100 Subject: [PATCH] MS-SBVAR: support annual data (fix thanks to Margarita Zabelina) --- matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs.m | 2 ++ matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs_tv2.m | 2 ++ matlab/ms-sbvar/msstart2.m | 5 ++++- 3 files changed, 8 insertions(+), 1 deletion(-) diff --git a/matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs.m b/matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs.m index 394d27b90..41a22cab1 100644 --- a/matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs.m +++ b/matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs.m @@ -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!!!') diff --git a/matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs_tv2.m b/matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs_tv2.m index e3d10d409..bc4fec597 100644 --- a/matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs_tv2.m +++ b/matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs_tv2.m @@ -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!!!') diff --git a/matlab/ms-sbvar/msstart2.m b/matlab/ms-sbvar/msstart2.m index 14bb31554..e9dd08f66 100644 --- a/matlab/ms-sbvar/msstart2.m +++ b/matlab/ms-sbvar/msstart2.m @@ -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 %