Add variable explanations to manual

time-shift
Johannes Pfeifer 2019-11-21 15:43:24 +01:00
parent 9c6d2489ae
commit b60d26a745
1 changed files with 35 additions and 3 deletions

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@ -806,6 +806,11 @@ Internally, the parameter values are stored in ``M_.params``:
order that was used in the ``parameters`` command, hence ordered as
in ``M_.param_names``.
The parameter names are stored in ``M_.param_names``:
.. matvar:: M_.param_names
Cell array containing the names of the model parameters.
.. _model-decl:
@ -3636,6 +3641,11 @@ state of the model and shocks observed at the beginning of the
period. The decision rules are stored in the structure ``oo_.dr``
which is described below.
.. matvar:: oo_.dr
Structure storing the decision rules. The subfields for different
orders of approximation are explained below.
.. command:: extended_path ;
extended_path (OPTIONS...);
@ -3725,6 +3735,13 @@ lag. We therefore have the following identity:
M_.npred + M_.both + M_.nfwrd + M_.nstatic = M_.endo_nbr
.. matvar:: M_.state_var
Vector of numerical indices identifying the state variables in the
vector of declared variables. ``M_.endo_names(M_.state_var)``
therefore yields the name of all variables that are states in
the model declaration, i.e. that show up with a lag.
Internally, Dynare uses two orderings of the endogenous variables: the
order of declaration (which is reflected in ``M_.endo_names``), and an
order based on the four types described above, which we will call the
@ -3737,9 +3754,15 @@ purely backward variables, then mixed variables, and finally purely
forward variables. Inside each category, variables are arranged
according to the declaration order.
Variable ``oo_.dr.order_var`` maps DR-order to declaration order, and
variable ``oo_.dr.inv_order_var`` contains the inverse map. In other
words, the k-th variable in the DR-order corresponds to the endogenous
.. matvar:: oo_.dr.order_var
This variables maps DR-order to declaration order.
.. matvar:: oo_.dr.inv_order_var
This variable contains the inverse map.
In other words, the k-th variable in the DR-order corresponds to the endogenous
variable numbered ``oo_.dr.order_var(k)`` in declaration
order. Conversely, k-th declared variable is numbered
``oo_.dr.inv_order_var(k)`` in DR-order.
@ -3764,6 +3787,15 @@ The approximation has the stylized form:
where :math:`y^s` is the steady state value of :math:`y` and
:math:`y^h_t=y_t-y^s`.
.. matvar:: oo.dr.state_var
Vector of numerical indices identifying the state variables in the
vector of declared variables, *given the current parameter values*
for which the decision rules have been computed. It may differ from
``M_.state_var`` in case a state variable drops from the model given
the current parameterization, because it only gets 0 coefficients in
the decision rules. See :mvar:`M_.state_var`.
The coefficients of the decision rules are stored as follows:
* :math:`y^s` is stored in ``oo_.dr.ys``. The vector rows correspond