Merge pull request #702 from rattoma/master
Use the nodecomposition option which is available in th_autocovarianc...time-shift
commit
8d96310436
|
@ -20,6 +20,8 @@ function disp_th_moments(dr,var_list)
|
||||||
|
|
||||||
global M_ oo_ options_
|
global M_ oo_ options_
|
||||||
|
|
||||||
|
nodecomposition = options_.nodecomposition;
|
||||||
|
|
||||||
if size(var_list,1) == 0
|
if size(var_list,1) == 0
|
||||||
var_list = M_.endo_names(1:M_.orig_endo_nbr, :);
|
var_list = M_.endo_names(1:M_.orig_endo_nbr, :);
|
||||||
end
|
end
|
||||||
|
@ -34,7 +36,7 @@ for i=1:nvar
|
||||||
end
|
end
|
||||||
end
|
end
|
||||||
|
|
||||||
[oo_.gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_);
|
[oo_.gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_, nodecomposition);
|
||||||
m = dr.ys(ivar);
|
m = dr.ys(ivar);
|
||||||
non_stationary_vars = setdiff(1:length(ivar),stationary_vars);
|
non_stationary_vars = setdiff(1:length(ivar),stationary_vars);
|
||||||
m(non_stationary_vars) = NaN;
|
m(non_stationary_vars) = NaN;
|
||||||
|
@ -51,7 +53,9 @@ oo_.mean = m;
|
||||||
oo_.var = oo_.gamma_y{1};
|
oo_.var = oo_.gamma_y{1};
|
||||||
|
|
||||||
if size(stationary_vars, 1) > 0
|
if size(stationary_vars, 1) > 0
|
||||||
oo_.variance_decomposition=100*oo_.gamma_y{options_.ar+2};
|
if ~nodecomposition
|
||||||
|
oo_.variance_decomposition=100*oo_.gamma_y{options_.ar+2};
|
||||||
|
end
|
||||||
if ~options_.noprint %options_.nomoments == 0
|
if ~options_.noprint %options_.nomoments == 0
|
||||||
if options_.order == 2
|
if options_.order == 2
|
||||||
title='APROXIMATED THEORETICAL MOMENTS';
|
title='APROXIMATED THEORETICAL MOMENTS';
|
||||||
|
@ -66,7 +70,7 @@ if size(stationary_vars, 1) > 0
|
||||||
lh = size(labels,2)+2;
|
lh = size(labels,2)+2;
|
||||||
dyntable(title,headers,labels,z,lh,11,4);
|
dyntable(title,headers,labels,z,lh,11,4);
|
||||||
|
|
||||||
if M_.exo_nbr > 1
|
if M_.exo_nbr > 1 && ~nodecomposition
|
||||||
skipline()
|
skipline()
|
||||||
if options_.order == 2
|
if options_.order == 2
|
||||||
title='APPROXIMATED VARIANCE DECOMPOSITION (in percent)';
|
title='APPROXIMATED VARIANCE DECOMPOSITION (in percent)';
|
||||||
|
|
|
@ -144,6 +144,7 @@ options_.relative_irf = 0;
|
||||||
options_.ar = 5;
|
options_.ar = 5;
|
||||||
options_.hp_filter = 0;
|
options_.hp_filter = 0;
|
||||||
options_.hp_ngrid = 512;
|
options_.hp_ngrid = 512;
|
||||||
|
options_.nodecomposition = 0;
|
||||||
options_.nomoments = 0;
|
options_.nomoments = 0;
|
||||||
options_.nocorr = 0;
|
options_.nocorr = 0;
|
||||||
options_.periods = 0;
|
options_.periods = 0;
|
||||||
|
|
Loading…
Reference in New Issue