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fixed bugs with dating of AOA decompositions

time-shift
Marco Ratto 2017-11-14 14:21:45 +01:00 committed by Stéphane Adjemian (Charybdis)
parent 3e589d2440
commit a63bc5b7f0
1 changed files with 28 additions and 21 deletions
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49
matlab/plot_shock_decomposition.m
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@ -75,6 +75,15 @@ if vintage_
end
initial_date = options_.initial_date;
if isempty(initial_date)
if isempty(type)
% we assume annual model
initial_date = dates('1Y');
else
% we assume the sample starts in Q1
initial_date = dates('1Q1');
end
end
if isfield(options_.plot_shock_decomp,'q2a') % private trap for aoa calls
q2a=options_.plot_shock_decomp.q2a;
@ -103,7 +112,7 @@ switch realtime_
case 2 % conditional
if vintage_
z = oo_.realtime_conditional_shock_decomposition.(['time_' int2str(vintage_)]);
initial_date = options_.initial_date+vintage_-1;
initial_date = initial_date+vintage_-1;
fig_name1=[fig_name ' ' int2str(forecast_) '-step ahead conditional forecast (given ' char(initial_date) ')'];
else
z = oo_.conditional_shock_decomposition.pool;
@ -113,7 +122,7 @@ switch realtime_
case 3 % forecast
if vintage_
z = oo_.realtime_forecast_shock_decomposition.(['time_' int2str(vintage_)]);
initial_date = options_.initial_date+vintage_-1;
initial_date = initial_date+vintage_-1;
fig_name1=[fig_name ' ' int2str(forecast_) '-step ahead forecast (given ' char(initial_date) ')'];
else
z = oo_.realtime_forecast_shock_decomposition.pool;
@ -124,22 +133,13 @@ end
steady_state = oo_.steady_state;
if isequal(type,'aoa') && isstruct(q2a) && realtime_
if isempty(initial_date)
t0=1;
initial_date = dates('1Y');
else
initial_date0 = dates([int2str(initial_date.time(1)) 'Y']);
if initial_date.time(2)==1
t0=1;
initial_date1=initial_date0;
else
t0=(4-initial_date.time(2)+2);
initial_date1=initial_date0+1;
end
% take all dates where realtime is saved
qqq=initial_date+options_.shock_decomp.save_realtime(:)-1;
% take the first Q4 of saved realtime
t0=min(options_.shock_decomp.save_realtime(qqq.time(:,2)==4));
if isempty(t0)
error('the realtime decompositions are not stored in Q4! Please check your dates and settings.')
end
t0=min(options_.plot_shock_decomp.save_realtime);
ini1 = initial_date+t0-1;
t0=t0+(4-ini1.time(2));
if ~isfield(q2a,'var_type') % private trap for aoa calls
q2a.var_type=1;
end
@ -232,7 +232,7 @@ switch type
case 'yoy'
z=z(:,:,1:end-3)+z(:,:,2:end-2)+z(:,:,3:end-1)+z(:,:,4:end);
if ~isempty(initial_date),
if ~isempty(initial_date)
initial_date = initial_date+3;
else
initial_date = dates('1Q4');
@ -242,18 +242,24 @@ switch type
case 'aoa'
if isempty(initial_date)
t0=4;
t0=1; % we assume the sample starts Q1 of 1st year
initial_date = dates('1Y');
else
initial_date0 = dates([int2str(initial_date.time(1)) 'Y']);
if initial_date.time(2)==1
if initial_date.time(2)==1 % the first year is full
t0=1;
initial_date1=initial_date0;
else
t0=(4-initial_date.time(2)+2);
t0=(4-initial_date.time(2)+2); % 1st period of the 1st full year in sample
initial_date1=initial_date0+1;
end
end
if realtime_ == 0
t0=t0+4-1; % we start in Q4 of the first full year
end
if isempty(options_.plot_shock_decomp.plot_init_date) && realtime_ == 0
options_.plot_shock_decomp.plot_init_date=initial_date+t0;
end
if isstruct(q2a)
if realtime_ == 0
if ~isfield(q2a,'var_type') % private trap for aoa calls
@ -295,6 +301,7 @@ switch type
initial_date = initial_date0;
end
else
% this is for quarterly-annualized variables already defined in model, so we can just take Q4
t0=4-initial_date.time(2)+1;
initial_date = initial_date0;
z=z(:,:,t0:4:end);