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Fixed row ordering issue in the trend component model.

time-shift
Stéphane Adjemian(Charybdis) 2018-07-09 18:41:35 +02:00
parent 829849f4db
commit bc54022da6
1 changed files with 21 additions and 23 deletions
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44
matlab/get_companion_matrix.m
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@ -90,18 +90,27 @@ else
q = length(M_.var.(var_model_name).eqn)-m;
ecm_eqnums = zeros(m, 1);
ecm_eqnums_in_auxiliary_model = zeros(m, 1);
for i=1:m
number = get_equation_number_by_tag(M_.pac.(pac_model_name).undiff_eqtags{i});
if number>0
ecm_eqnums(i) = number;
ide = find(M_.var.(var_model_name).eqn==number);
if isempty(ide)
error('(eq = %s, eq_in_aux_model = %s) This is most likely a bug. Please contact the DynareTeam.', int2str(number), int2str(ide))
else
ecm_eqnums_in_auxiliary_model(i) = ide;
end
trend_eqnums = zeros(q, 1);
trend_eqnums_in_auxiliary_model = zeros(q, 1);
% EC equations in the order of M_.pac.(pac_model_name).undiff_eqtags{i}
ecm = zeros(m, 1);
for i = 1:m
ecm(i) = get_equation_number_by_tag(M_.pac.(pac_model_name).undiff_eqtags{i});
end
% Trend equations
trends = setdiff(M_.var.(var_model_name).eqn(:), ecm);
i1 = 1;
i2 = 1;
for i=1:m+q
% Only EC or trend equations are allowed in this model.
if ismember(M_.var.(var_model_name).eqn(i), ecm)
ecm_eqnums(i1) = M_.var.(var_model_name).eqn(i);
ecm_eqnums_in_auxiliary_model(i1) = i;
i1 = i1 + 1;
else
error('%s is not declared as an equation in the model block!', M_.pac.(pac_model_name).undiff_eqtag{i})
trend_eqnums(i2) = M_.var.(var_model_name).eqn(i);
trend_eqnums_in_auxiliary_model(i2) = i;
i2 = i2 + 1;
end
end
% Check that the lhs of candidate ecm equations are at least first differences.
@ -112,20 +121,9 @@ else
if any(~difference_orders_in_error_correction_eq)
error('Model %s is not a VECM model! LHS variables should be in difference', var_model_name)
end
% Get the indices of the trend equations.
trend_eqnums = transpose(setdiff(M_.var.(var_model_name).eqn,ecm_eqnums));
trend_eqnums_in_auxiliary_model = zeros(q, 1);
for i=1:q
idt = find(M_.var.(var_model_name).eqn==trend_eqnums(i));
if isempty(idt)
error('(eq = %s, eq_in_aux_model = %s) This is most likely a bug. Please contact the DynareTeam.', int2str(trend_eqnums(i)), int2str(idt))
else
trend_eqnums_in_auxiliary_model(i) = idt;
end
end
% Get the trend variables indices (lhs variables in trend equations).
[~, id_trend_in_var, ~] = intersect(M_.var.(var_model_name).eqn, trend_eqnums);
trend_variables = M_.var.(var_model_name).lhs(id_trend_in_var);
trend_variables = reshape(M_.var.(var_model_name).lhs(id_trend_in_var), q, 1);
% Get the rhs variables in trend equations.
trend_autoregressive_variables = zeros(q, 1);
for i=1:q