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-bf33cf982152time-shift
parent
0601e50341
commit
b65e92c11d
|
@ -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)' ];
|
z = [ m' s' s2' (mean(y.^3)./s2.^1.5)' (mean(y.^4)./(s2.*s2)-3)' ];
|
||||||
|
|
||||||
title='MOMENTS OF SIMULATED VARIABLES';
|
title='MOMENTS OF SIMULATED VARIABLES';
|
||||||
if options_.hp_filter > 1
|
if options_.hp_filter
|
||||||
title = [title ' (HP filter, lambda = ' ...
|
title = [title ' (HP filter, lambda = ' ...
|
||||||
int2str(options_.hp_filter) ')'];
|
int2str(options_.hp_filter) ')'];
|
||||||
end
|
end
|
||||||
|
@ -63,7 +63,7 @@ function disp_moments(y,var_list)
|
||||||
if options_.nocorr == 0
|
if options_.nocorr == 0
|
||||||
corr = (y'*y/size(y,1))./(s'*s);
|
corr = (y'*y/size(y,1))./(s'*s);
|
||||||
title = 'CORRELATION OF SIMULATED VARIABLES';
|
title = 'CORRELATION OF SIMULATED VARIABLES';
|
||||||
if options_.hp_filter > 1
|
if options_.hp_filter
|
||||||
title = [title ' (HP filter, lambda = ' ...
|
title = [title ' (HP filter, lambda = ' ...
|
||||||
int2str(options_.hp_filter) ')'];
|
int2str(options_.hp_filter) ')'];
|
||||||
end
|
end
|
||||||
|
@ -81,7 +81,7 @@ function disp_moments(y,var_list)
|
||||||
autocorr = [ autocorr diag(oo_.autocorr{i}) ];
|
autocorr = [ autocorr diag(oo_.autocorr{i}) ];
|
||||||
end
|
end
|
||||||
title = 'AUTOCORRELATION OF SIMULATED VARIABLES';
|
title = 'AUTOCORRELATION OF SIMULATED VARIABLES';
|
||||||
if options_.hp_filter > 1
|
if options_.hp_filter
|
||||||
title = [title ' (HP filter, lambda = ' ...
|
title = [title ' (HP filter, lambda = ' ...
|
||||||
int2str(options_.hp_filter) ')'];
|
int2str(options_.hp_filter) ')'];
|
||||||
end
|
end
|
||||||
|
|
|
@ -53,7 +53,7 @@ function disp_th_moments(dr,var_list)
|
||||||
lh = size(deblank(M_.endo_names(ivar,:)),2)+2;
|
lh = size(deblank(M_.endo_names(ivar,:)),2)+2;
|
||||||
if options_.nomoments == 0
|
if options_.nomoments == 0
|
||||||
title='THEORETICAL MOMENTS';
|
title='THEORETICAL MOMENTS';
|
||||||
if options_.hp_filter == 1
|
if options_.hp_filter
|
||||||
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
|
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
|
||||||
end
|
end
|
||||||
headers=strvcat('VARIABLE','MEAN','STD. DEV.','VARIANCE');
|
headers=strvcat('VARIABLE','MEAN','STD. DEV.','VARIANCE');
|
||||||
|
@ -61,7 +61,7 @@ function disp_th_moments(dr,var_list)
|
||||||
if M_.exo_nbr > 1
|
if M_.exo_nbr > 1
|
||||||
disp(' ')
|
disp(' ')
|
||||||
title='VARIANCE DECOMPOSITION (in percent)';
|
title='VARIANCE DECOMPOSITION (in percent)';
|
||||||
if options_.hp_filter == 1
|
if options_.hp_filter
|
||||||
title = [title ' (HP filter, lambda = ' ...
|
title = [title ' (HP filter, lambda = ' ...
|
||||||
int2str(options_.hp_filter) ')'];
|
int2str(options_.hp_filter) ')'];
|
||||||
end
|
end
|
||||||
|
@ -76,7 +76,7 @@ function disp_th_moments(dr,var_list)
|
||||||
if options_.nocorr == 0
|
if options_.nocorr == 0
|
||||||
disp(' ')
|
disp(' ')
|
||||||
title='MATRIX OF CORRELATIONS';
|
title='MATRIX OF CORRELATIONS';
|
||||||
if options_.hp_filter == 1
|
if options_.hp_filter
|
||||||
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
|
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
|
||||||
end
|
end
|
||||||
labels = deblank(M_.endo_names(ivar,:));
|
labels = deblank(M_.endo_names(ivar,:));
|
||||||
|
@ -88,7 +88,7 @@ function disp_th_moments(dr,var_list)
|
||||||
if options_.ar > 0
|
if options_.ar > 0
|
||||||
disp(' ')
|
disp(' ')
|
||||||
title='COEFFICIENTS OF AUTOCORRELATION';
|
title='COEFFICIENTS OF AUTOCORRELATION';
|
||||||
if options_.hp_filter == 1
|
if options_.hp_filter
|
||||||
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
|
title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
|
||||||
end
|
end
|
||||||
labels = deblank(M_.endo_names(ivar(i1),:));
|
labels = deblank(M_.endo_names(ivar(i1),:));
|
||||||
|
|
|
@ -154,6 +154,14 @@ StochSimulStatement::checkPass(ModFileStructure &mod_file_struct)
|
||||||
OptionsList::num_options_type::const_iterator it = options_list.num_options.find("order");
|
OptionsList::num_options_type::const_iterator it = options_list.num_options.find("order");
|
||||||
if (it != options_list.num_options.end())
|
if (it != options_list.num_options.end())
|
||||||
mod_file_struct.order_option = max(mod_file_struct.order_option,atoi(it->second.c_str()));
|
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
|
void
|
||||||
|
@ -216,6 +224,14 @@ RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct)
|
||||||
}
|
}
|
||||||
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
|
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
|
void
|
||||||
|
@ -715,6 +731,14 @@ OsrStatement::checkPass(ModFileStructure &mod_file_struct)
|
||||||
OptionsList::num_options_type::const_iterator it = options_list.num_options.find("order");
|
OptionsList::num_options_type::const_iterator it = options_list.num_options.find("order");
|
||||||
if (it != options_list.num_options.end())
|
if (it != options_list.num_options.end())
|
||||||
mod_file_struct.order_option = max(mod_file_struct.order_option,atoi(it->second.c_str()));
|
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
|
void
|
||||||
|
|
Loading…
Reference in New Issue