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trunk: 

* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2008-11-04 11:00:54 +00:00
parent 0601e50341
commit b65e92c11d
3 changed files with 31 additions and 7 deletions
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6
matlab/disp_moments.m
View File

@ -51,7 +51,7 @@ function disp_moments(y,var_list)
z = [ m' s' s2' (mean(y.^3)./s2.^1.5)' (mean(y.^4)./(s2.*s2)-3)' ];
title='MOMENTS OF SIMULATED VARIABLES';
if options_.hp_filter > 1
if options_.hp_filter
title = [title ' (HP filter, lambda = ' ...
int2str(options_.hp_filter) ')'];
end
@ -63,7 +63,7 @@ function disp_moments(y,var_list)
if options_.nocorr == 0
corr = (y'*y/size(y,1))./(s'*s);
title = 'CORRELATION OF SIMULATED VARIABLES';
if options_.hp_filter > 1
if options_.hp_filter
title = [title ' (HP filter, lambda = ' ...
int2str(options_.hp_filter) ')'];
end
@ -81,7 +81,7 @@ function disp_moments(y,var_list)
autocorr = [ autocorr diag(oo_.autocorr{i}) ];
end
title = 'AUTOCORRELATION OF SIMULATED VARIABLES';
if options_.hp_filter > 1
if options_.hp_filter
title = [title ' (HP filter, lambda = ' ...
int2str(options_.hp_filter) ')'];
end

8
matlab/disp_th_moments.m
View File

@ -53,7 +53,7 @@ function disp_th_moments(dr,var_list)
lh = size(deblank(M_.endo_names(ivar,:)),2)+2;
if options_.nomoments == 0
title='THEORETICAL MOMENTS';
if options_.hp_filter == 1
if options_.hp_filter
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
end
headers=strvcat('VARIABLE','MEAN','STD. DEV.','VARIANCE');
@ -61,7 +61,7 @@ function disp_th_moments(dr,var_list)
if M_.exo_nbr > 1
disp(' ')
title='VARIANCE DECOMPOSITION (in percent)';
if options_.hp_filter == 1
if options_.hp_filter
title = [title ' (HP filter, lambda = ' ...
int2str(options_.hp_filter) ')'];
end
@ -76,7 +76,7 @@ function disp_th_moments(dr,var_list)
if options_.nocorr == 0
disp(' ')
title='MATRIX OF CORRELATIONS';
if options_.hp_filter == 1
if options_.hp_filter
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
end
labels = deblank(M_.endo_names(ivar,:));
@ -88,7 +88,7 @@ function disp_th_moments(dr,var_list)
if options_.ar > 0
disp(' ')
title='COEFFICIENTS OF AUTOCORRELATION';
if options_.hp_filter == 1
if options_.hp_filter
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
end
labels = deblank(M_.endo_names(ivar(i1),:));

24
preprocessor/ComputingTasks.cc
View File

@ -154,6 +154,14 @@ StochSimulStatement::checkPass(ModFileStructure &mod_file_struct)
OptionsList::num_options_type::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
mod_file_struct.order_option = max(mod_file_struct.order_option,atoi(it->second.c_str()));
// This (temporary) check is present in stoch_simul, osr and ramsey_policy
if (options_list.num_options.find("simul") != options_list.num_options.end()
&& options_list.num_options.find("hp_filter") != options_list.num_options.end())
{
cerr << "ERROR: stoch_simul: HP filter is not yet implemented when computing empirical simulations" << endl;
exit(EXIT_FAILURE);
}
}
void
@ -216,6 +224,14 @@ RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct)
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
}
// This (temporary) check is present in stoch_simul, osr and ramsey_policy
if (options_list.num_options.find("simul") != options_list.num_options.end()
&& options_list.num_options.find("hp_filter") != options_list.num_options.end())
{
cerr << "ERROR: ramsey_policy: HP filter is not yet implemented when computing empirical simulations" << endl;
exit(EXIT_FAILURE);
}
}
void
@ -715,6 +731,14 @@ OsrStatement::checkPass(ModFileStructure &mod_file_struct)
OptionsList::num_options_type::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
mod_file_struct.order_option = max(mod_file_struct.order_option,atoi(it->second.c_str()));
// This (temporary) check is present in stoch_simul, osr and ramsey_policy
if (options_list.num_options.find("simul") != options_list.num_options.end()
&& options_list.num_options.find("hp_filter") != options_list.num_options.end())
{
cerr << "ERROR: osr: HP filter is not yet implemented when computing empirical simulations" << endl;
exit(EXIT_FAILURE);
}
}
void