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added make_ex_ to fix bug in dyn_forecast and fixed length of output

time-shift
Michel Juillard 2015-02-15 17:49:01 +01:00
parent b3ed7901cf
commit dfc89df6a8
1 changed files with 8 additions and 6 deletions
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14
matlab/dyn_forecast.m
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@ -37,6 +37,8 @@ global options_ oo_ M_
info = 0;
make_ex_;
maximum_lag = M_.maximum_lag;
endo_names = M_.endo_names;
@ -122,15 +124,15 @@ if ~isscalar(trend)
end
for i=1:n_var
eval(['oo_.forecast.Mean.' var_list(i,:) '= yf(' int2str(i) ',maximum_lag+1:end)'';']);
eval(['oo_.forecast.HPDinf.' var_list(i,:) '= yf(' int2str(i) ',maximum_lag+1:end)''-' ...
' int_width(:,' int2str(i) ');']);
eval(['oo_.forecast.HPDsup.' var_list(i,:) '= yf(' int2str(i) ',maximum_lag+1:end)''+' ...
' int_width(:,' int2str(i) ');']);
eval(['oo_.forecast.Mean.' var_list(i,:) '= yf(' int2str(i) ',maximum_lag+(1:horizon))'';']);
eval(['oo_.forecast.HPDinf.' var_list(i,:) '= yf(' int2str(i) ',maximum_lag+(1:horizon))''-' ...
' int_width(1:horizon,' int2str(i) ');']);
eval(['oo_.forecast.HPDsup.' var_list(i,:) '= yf(' int2str(i) ',maximum_lag+(1:horizon))''+' ...
' int_width(1:horizon,' int2str(i) ');']);
end
for i=1:M_.exo_det_nbr
eval(['oo_.forecast.Exogenous.' M_.exo_det_names(i,:) '= oo_.exo_det_simul(:,' int2str(i) ');']);
eval(['oo_.forecast.Exogenous.' M_.exo_det_names(i,:) '= oo_.exo_det_simul(maximum_lag+(1:horizon),' int2str(i) ');']);
end
if options_.nograph == 0