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Removed calls to autocorr routine in integration test. 

This routine is part of the matlab's statistical toolbox which is not
required by Dynare (and not available on karaba). Use
sample_autocovariance routine instead.
time-shift
Stéphane Adjemian (Charybdis) 2015-10-13 23:50:38 +02:00
parent f7175745ac
commit a13c852feb
1 changed files with 16 additions and 14 deletions
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30
tests/moments/example1_hp_test.mod
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@ -89,13 +89,14 @@ oo_unfiltered_all_shocks=oo_;
verbatim;
total_std_all_shocks_filtered_sim=std([y_filtered c_filtered k_filtered a_filtered h_filtered b_filtered])
cov_filtered_all_shocks=cov([y_filtered c_filtered k_filtered a_filtered h_filtered b_filtered])
acf(1,:)=autocorr([y_filtered ],5)';
acf(2,:)=autocorr([c_filtered ],5)';
acf(3,:)=autocorr([k_filtered ],5)';
acf(4,:)=autocorr([a_filtered ],5)';
acf(5,:)=autocorr([h_filtered ],5)';
acf(6,:)=autocorr([b_filtered ],5)';
autocorr_filtered_all_shocks=acf(:,2:end);
acf = zeros(6);
[junk, acf(:,1)] = sample_autocovariance([y_filtered ],5);
[junk, acf(:,2)] = sample_autocovariance([c_filtered ],5);
[junk, acf(:,3)] = sample_autocovariance([k_filtered ],5);
[junk, acf(:,4)] = sample_autocovariance([a_filtered ],5);
[junk, acf(:,5)] = sample_autocovariance([h_filtered ],5);
[junk, acf(:,6)] = sample_autocovariance([b_filtered ],5);
autocorr_filtered_all_shocks=acf(2:end,:)';
end;
shocks;
@ -122,13 +123,14 @@ oo_unfiltered_one_shock=oo_;
verbatim;
total_std_one_shock_filtered_sim=std([y_filtered c_filtered k_filtered a_filtered h_filtered b_filtered])
cov_filtered_one_shock=cov([y_filtered c_filtered k_filtered a_filtered h_filtered b_filtered])
acf(1,:)=autocorr([y_filtered ],5)';
acf(2,:)=autocorr([c_filtered ],5)';
acf(3,:)=autocorr([k_filtered ],5)';
acf(4,:)=autocorr([a_filtered ],5)';
acf(5,:)=autocorr([h_filtered ],5)';
acf(6,:)=autocorr([b_filtered ],5)';
autocorr_filtered_one_shock=acf(:,2:end);
acf = zeros(6);
[junk, acf(:,1)] = sample_autocovariance([y_filtered ],5);
[junk, acf(:,2)] = sample_autocovariance([c_filtered ],5);
[junk, acf(:,3)] = sample_autocovariance([k_filtered ],5);
[junk, acf(:,4)] = sample_autocovariance([a_filtered ],5);
[junk, acf(:,5)] = sample_autocovariance([h_filtered ],5);
[junk, acf(:,6)] = sample_autocovariance([b_filtered ],5);
autocorr_filtered_one_shock=acf(2:end,:)';
end;
if max(abs((1-(total_std_one_shock_filtered_sim.^2)./(total_std_all_shocks_filtered_sim.^2))*100-oo_filtered_all_shocks.variance_decomposition(:,1)'))>2