plot contributions

matlab/plot_contributions.m

@@ -0,0 +1,84 @@
+function plot_contributions(tagn, tagv, dseriesdata, params)
+% function plot_contributions(tagn, tagv, dseriesdata, params)
+% Return the lhs, rhs of an equation and the line it was defined
+% on given its tag
+%
+% INPUTS
+%   tagn           string        tag name
+%   tagv           string        tag value
+%   dseriesdata    matrix        nobs x n endogenous in equation
+%   params         struct        params.param_name = param_value
+%
+% OUTPUTS
+%   None
+%
+% SPECIAL REQUIREMENTS
+%   none
+
+% Copyright (C) 2017 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
+
+global M_;
+
+jsonfile = [M_.fname '_original.json'];
+if exist(jsonfile, 'file') ~= 2
+    error(['Could not find ' jsonfile]);
+end
+
+% Get equation
+jsonmodel = loadjson(jsonfile);
+jsonmodel = jsonmodel.model;
+[lhs, rhs, ~] = getEquationByTag(jsonmodel, tagn, tagv);
+
+w% replace variables with dseriesdata.variablename
+for i = 1:length(dseriesdata.name)
+    rhs = strrep(rhs, [dseriesdata{i}.name{:} '('], ['dseriesdata.' dseriesdata{i}.name{:} '(']);
+end
+
+% create inline function for rhs
+rhsfunc = inline(rhs);
+
+% construct call
+rhsfuncargs = argnames(rhsfunc);
+nargs = length(rhsfuncargs);
+parameters = cell(nargs-1, 1);
+for i = 2:nargs
+    parameters{i-1} = params.(rhsfuncargs{i});
+end
+
+contribution = zeros(dseriesdata.nobs, nargs+1);
+funceval = rhsfunc(dseriesdata, parameters{:});
+contribution(:, 1) = funceval.data;
+
+nvars = length(dseriesdata.name);
+dseriesdatabak = dseriesdata;
+dseriesdatazero = dseries(zeros(dseriesdata.nobs, nvars), ...
+    dseriesdata.firstdate, ...
+    dseriesdata.name);
+for i = 1:nvars
+    dseriesdata = dseriesdatazero;
+    dseriesdata{dseriesdatabak.name{i}} = dseriesdatabak{i};
+    funceval = rhsfunc(dseriesdata, parameters{:});
+    contribution(:, i+1) = funceval.data;
+end
+
+figure('Name', lhs);
+plot(1:dseriesdata.nobs, contribution)
+seriesnames = dseriesdata.name;
+legend('All Endogenous',seriesnames{:})
+
+end

tests/ECB/SUR/var.mod

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+%
+% Run using command: dynare var json=compute
+%
+var ffr, unrate, cpi;
+varexo e_ffr, e_unrate, e_cpi;
+
+model;
+
+[eqnum='ffr']
+     ffr = adl(ffr, 'p_ffr_ffr', 2) + adl(unrate, 'p_ffr_unrate', 1) + adl(cpi, 'p_ffr_cpi', 1);
+
+[eqnum='unrate']
+     unrate = adl(unrate, 'p_ffr_unrate', 6) + adl(cpi, 'p_unrate_cpi', 6);
+
+[eqnum='cpi']
+     cpi = adl(ffr, 'p_cpi_ffr', 6) + adl(cpi, 'p_cpi_cpi', 6);
+
+end;
+
+mydata = dseries(rand(30, 3), 1, {'ffr', 'unrate', 'cpi'});
+
+params.p_ffr_ffr_lag_1 = 1;
+params.p_ffr_ffr_lag_2 = 2;
+params.p_ffr_unrate_lag_1 = 3;
+params.p_ffr_cpi_lag_1 = 4;
+
+plot_contributions('eqnum', 'ffr', mydata, params);