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 order that was used in the ``parameters`` command, hence ordered as
in ``M_.param_names``. 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: .. _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`` period. The decision rules are stored in the structure ``oo_.dr``
which is described below. 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 ; .. command:: extended_path ;
extended_path (OPTIONS...); 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 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 Internally, Dynare uses two orderings of the endogenous variables: the
order of declaration (which is reflected in ``M_.endo_names``), and an 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 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 forward variables. Inside each category, variables are arranged
according to the declaration order. according to the declaration order.
Variable ``oo_.dr.order_var`` maps DR-order to declaration order, and .. matvar:: oo_.dr.order_var
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 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 variable numbered ``oo_.dr.order_var(k)`` in declaration
order. Conversely, k-th declared variable is numbered order. Conversely, k-th declared variable is numbered
``oo_.dr.inv_order_var(k)`` in DR-order. ``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 where :math:`y^s` is the steady state value of :math:`y` and
:math:`y^h_t=y_t-y^s`. :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: The coefficients of the decision rules are stored as follows:
* :math:`y^s` is stored in ``oo_.dr.ys``. The vector rows correspond * :math:`y^s` is stored in ``oo_.dr.ys``. The vector rows correspond