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Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual 

Fix variable name and document saving of conditional forecasts
time-shift
Sébastien Villemot 2013-10-22 05:06:23 -07:00
parent f3b8ab806a 13bd1622e2
commit 84dd46d9e5
2 changed files with 43 additions and 1 deletions
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42
doc/dynare.texi
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@ -5594,6 +5594,48 @@ DSGE model, @code{simulation_type} has to be set equal to @code{deterministic}.
@end table
@outputhead
The results are not stored in the @code{oo_} structure but in a separate structure @code{forecasts} saved to the harddisk into a file called @code{conditional_forecasts.mat}.
@defvr {MATLAB/Octave variable} forecasts.cond
Variable set by the @code{conditional_forecast} command. It stores the conditional forecasts. Fields are @code{periods+1} by 1 vectors storing the steady state (time 0) and the subsequent @code{periods} forecasts periods. Fields are of the form:
@example
@code{forecasts.cond.@var{FORECAST_MOMENT}.@var{VARIABLE_NAME}}
@end example
where @var{FORECAST_MOMENT} is one of the following:
@table @code
@item Mean
Mean of the conditional forecast distribution.
@item ci
Confidence interval of the conditional forecast distribution. The size corresponds to @code{conf_sig}.
@end table
@end defvr
@defvr {MATLAB/Octave variable} forecasts.uncond
Variable set by the @code{conditional_forecast} command. It stores the unconditional forecasts. Fields are of the form:
@example
@code{forecasts.uncond.@var{FORECAST_MOMENT}.@var{VARIABLE_NAME}}
@end example
@end defvr
@defvr {MATLAB/Octave variable} forecasts.instruments
Variable set by the @code{conditional_forecast} command. Stores the names of the exogenous instruments.
@end defvr
@defvr {MATLAB/Octave variable} forecasts.controlled_variables
Variable set by the @code{conditional_forecast} command. Stores the position of the constrained endogenous variables in declaration order.
@end defvr
@defvr {MATLAB/Octave variable} forecasts.graphs
Variable set by the @code{conditional_forecast} command. Stores the information for generating the conditional forecast plots.
@end defvr
@examplehead
@example

2
matlab/imcforecast.m
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@ -205,7 +205,7 @@ tt = (1-options_cond_fcst.conf_sig)/2;
t1 = round(options_cond_fcst.replic*tt);
t2 = round(options_cond_fcst.replic*(1-tt));
forecasts.controled_variables = constrained_vars;
forecasts.controlled_variables = constrained_vars;
forecasts.instruments = options_cond_fcst.controlled_varexo;
for i = 1:EndoSize