Merge branch 'occ_test' of git.dynare.org:JohannesPfeifer/dynare

Ref. !2103
unit-tests
Sébastien Villemot 2022-11-22 11:24:57 +01:00
commit d554b79772
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1 changed files with 12 additions and 12 deletions

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@ -30,7 +30,7 @@ steady;
% Option=2: random simulation
@#for option_val in [1, 2]
option=@{option_val};
%%%%%%%%%%%%%%%% Inputs stop here %%%%%%%%%%%%%%%%%%%%%
@ -41,28 +41,28 @@ if option==1
periods 1:9, 10, 50, 90, 130, 131:169;
values -0.0001, -0.01,-0.02, 0.01, 0.02, 0;
end;
elseif option==2
nperiods = 90;
nperiods = 40;
randn('seed',1);
shockssequence = 1*randn(nperiods,1)*0.02 ;
shockssequence = 1*randn(nperiods,1)*0.02 ;
shocks(surprise,overwrite);
var erra;
periods 1:90;
periods 1:40;
values (shockssequence);
end;
end
% set inputs
% set inputs
occbin_setup(smoother_debug);
occbin_solver(simul_debug,simul_periodic_solution,simul_periods=200,simul_maxit=300,simul_curb_retrench,simul_check_ahead_periods=300);
occbin_write_regimes(filename='test',periods=[1:90]);
occbin_write_regimes(filename='test',periods=[1:40]);
%% Modify to plot IRFs
%% Modify to plot IRFs
titlelist = char('c','lambdak','k','i','a');
percent = 'Percent';
value = 'value';
@ -85,7 +85,7 @@ occbin_graph(noconstant) c erra lambdak k i a k;
end;
save('datasim.mat','c');
varobs c;
occbin_solver(simul_periods=200,simul_maxit=200,simul_curb_retrench,simul_check_ahead_periods=200);
occbin_setup(smoother_periods=200,smoother_maxit=200,smoother_curb_retrench,smoother_check_ahead_periods=200);
calib_smoother(datafile=datasim);
@ -110,4 +110,4 @@ occbin_graph(noconstant) c erra lambdak k i a k;
line2=100*[oo_.occbin.linear_smoother.SmoothedVariables.c-oo_.occbin.endo_ss.c,oo_.occbin.linear_smoother.SmoothedVariables.lambdak/100,oo_.occbin.linear_smoother.SmoothedVariables.k-oo_.occbin.endo_ss.k,oo_.occbin.linear_smoother.SmoothedVariables.i-oo_.occbin.endo_ss.i,oo_.occbin.linear_smoother.SmoothedVariables.a-oo_.occbin.endo_ss.a, oo_.occbin.linear_smoother.SmoothedShocks.erra/100];
occbin.make_chart(titlelist,legendlist,figtitle,ylabels,cat(3,line1,line2));
@#endif
@#endfor
@#endfor