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Copy the generated time series in a dseries object (called Simulated_time_series) in the Base workspace (extended_path).

time-shift
Stéphane Adjemian (Scylla) 2013-12-09 12:32:20 +01:00
parent 9a21667e69
commit a51db32145
1 changed files with 8 additions and 3 deletions
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11
matlab/ep/extended_path.m
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@ -1,4 +1,4 @@
function time_series = extended_path(initial_conditions,sample_size)
function ts = extended_path(initial_conditions,sample_size)
% Stochastic simulation of a non linear DSGE model using the Extended Path method (Fair and Taylor 1983). A time
% series of size T is obtained by solving T perfect foresight models.
%
@ -350,7 +350,12 @@ end% (while) loop over t
dyn_waitbar_close(hh);
if ~nargout
if nargout
ts = dseries(transpose([initial_conditions, time_series]),options_.initial_period,cellstr(M_.endo_names));
else
oo_.endo_simul = [initial_conditions, time_series];
ts = dseries(transpose(oo_.endo_simul),options_.initial_period,cellstr(M_.endo_names));
dyn2vec;
end
end
assignin('base', 'Simulated_time_series', ts);