Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
Fix variable name and document saving of conditional forecaststime-shift
commit
84dd46d9e5
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@ -5594,6 +5594,48 @@ DSGE model, @code{simulation_type} has to be set equal to @code{deterministic}.
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@end table
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@outputhead
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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}.
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@defvr {MATLAB/Octave variable} forecasts.cond
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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:
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@example
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@code{forecasts.cond.@var{FORECAST_MOMENT}.@var{VARIABLE_NAME}}
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@end example
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where @var{FORECAST_MOMENT} is one of the following:
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@table @code
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@item Mean
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Mean of the conditional forecast distribution.
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@item ci
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Confidence interval of the conditional forecast distribution. The size corresponds to @code{conf_sig}.
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@end table
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@end defvr
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@defvr {MATLAB/Octave variable} forecasts.uncond
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Variable set by the @code{conditional_forecast} command. It stores the unconditional forecasts. Fields are of the form:
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@example
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@code{forecasts.uncond.@var{FORECAST_MOMENT}.@var{VARIABLE_NAME}}
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@end example
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@end defvr
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@defvr {MATLAB/Octave variable} forecasts.instruments
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Variable set by the @code{conditional_forecast} command. Stores the names of the exogenous instruments.
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@end defvr
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@defvr {MATLAB/Octave variable} forecasts.controlled_variables
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Variable set by the @code{conditional_forecast} command. Stores the position of the constrained endogenous variables in declaration order.
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@end defvr
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@defvr {MATLAB/Octave variable} forecasts.graphs
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Variable set by the @code{conditional_forecast} command. Stores the information for generating the conditional forecast plots.
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@end defvr
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@examplehead
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@example
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@ -205,7 +205,7 @@ tt = (1-options_cond_fcst.conf_sig)/2;
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t1 = round(options_cond_fcst.replic*tt);
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t2 = round(options_cond_fcst.replic*(1-tt));
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forecasts.controled_variables = constrained_vars;
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forecasts.controlled_variables = constrained_vars;
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forecasts.instruments = options_cond_fcst.controlled_varexo;
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for i = 1:EndoSize
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