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4.1: added steady state to forecast 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2009-10-02 11:47:56 +00:00
parent 202be85f5f
commit e1f4f5e924
1 changed files with 4 additions and 4 deletions
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8
matlab/imcforecast.m
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@ -51,8 +51,8 @@ for b=1:B
FORCS1(:,1,b) = InitState;
end
EndoSize = size(M_.endo_names,1);
ExoSize = size(M_.exo_names,1);
EndoSize = M_.endo_nbr;
ExoSize = M_.exo_nbr;
n1 = size(cV,1);
n2 = size(cS,1);
@ -89,7 +89,7 @@ randn('state',0);
for b=1:B
shocks = sQ*randn(ExoSize,H);
shocks(jdx,:) = zeros(length(jdx),H);
FORCS1(:,:,b) = mcforecast3(cL,H,mcValue,shocks,FORCS1(:,:,b),T,R,mv, mu);
FORCS1(:,:,b) = mcforecast3(cL,H,mcValue,shocks,FORCS1(:,:,b),T,R,mv, mu)+repmat(ys(oo_.dr.order_var),1,H+1);
end
mFORCS1 = mean(FORCS1,3);
@ -120,7 +120,7 @@ randn('state',0);
for b=1:B
shocks = sQ*randn(ExoSize,H);
shocks(jdx,:) = zeros(length(jdx),H);
FORCS2(:,:,b) = mcforecast3(0,H,mcValue,shocks,FORCS2(:,:,b),T,R,mv, mu);
FORCS2(:,:,b) = mcforecast3(0,H,mcValue,shocks,FORCS2(:,:,b),T,R,mv, mu)+repmat(ys(oo_.dr.order_var),1,H+1);
end
mFORCS2 = mean(FORCS2,3);