adding the constant (steady state + effect of future uncertainty) to
the simulated series with 3rd order approximationtime-shift
parent
d97e036868
commit
9b3c83554a
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@ -139,6 +139,9 @@ else
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end
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end
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case 3
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case 3
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% only with pruning
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% only with pruning
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% the third moments of the shocks are assumed null. We don't have
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% an interface for specifying them
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constant = dr.ys(order_var) + 0.5*dr.ghs2;
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ghx = dr.ghx;
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ghx = dr.ghx;
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ghu = dr.ghu;
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ghu = dr.ghu;
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ghxx = dr.ghxx;
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ghxx = dr.ghxx;
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@ -182,7 +185,7 @@ else
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+ gyy12 + ghxss*yhat1 + ghuss*u);
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+ gyy12 + ghxss*yhat1 + ghuss*u);
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yhat2 = ghx*yhat2 + gyy + guu + 2*gyu + ghs2;
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yhat2 = ghx*yhat2 + gyy + guu + 2*gyu + ghs2;
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yhat1 = ghx*yhat1 + ghu*u;
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yhat1 = ghx*yhat1 + ghu*u;
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y_(order_var,i) = yhat1 + (1/2)*yhat2 + (1/6)*yhat3;
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y_(order_var,i) = constant + yhat1 + (1/2)*yhat2 + (1/6)*yhat3;
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yhat1 = yhat1(ipred);
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yhat1 = yhat1(ipred);
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yhat2 = yhat2(ipred);
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yhat2 = yhat2(ipred);
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yhat3 = yhat3(ipred);
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yhat3 = yhat3(ipred);
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