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Corrections in the way to handle the exogenous

time-shift
ferhat 2015-11-19 17:04:56 +01:00
parent ac2e5cfd52
commit e555c8181d
1 changed files with 17 additions and 2 deletions
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19
matlab/perfect-foresight-models/det_cond_forecast.m
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@ -33,7 +33,6 @@ global options_ oo_ M_
pp = 2;
initial_conditions = oo_.steady_state;
verbosity = options_.verbosity;
options_.verbosity = 0;
if options_.periods == 0
options_.periods = 25;
end;
@ -106,7 +105,14 @@ else
sym_dset = dset(dates(-range(1)):dates(range(range.ndat)));
periods = options_.periods + M_.maximum_lag + M_.maximum_lead;
oo_.exo_simul = repmat(oo_.exo_steady_state',max(range.ndat + 1, periods),1);
if isfield(oo_, 'exo_simul')
if size(oo_.exo_simul, 1) ~= max(range.ndat + 1, periods)
oo_.exo_simul = repmat(oo_.exo_steady_state',max(range.ndat + 1, periods),1);
end
else
oo_.exo_simul = repmat(oo_.exo_steady_state',max(range.ndat + 1, periods),1);
end
oo_.endo_simul = repmat(oo_.steady_state, 1, max(range.ndat + 1, periods));
for i = 1:sym_dset.vobs
@ -175,6 +181,15 @@ else
end
end
data_set = [dset(dset.dates(1):(plan.date(1)-1)) ; data_set];
for i=1:M_.exo_nbr
pos = find(strcmp(strtrim(M_.exo_names(i,:)),dset.name));
if isempty(pos)
data_set{strtrim(M_.exo_names(i,:))} = dseries(exo(1+M_.maximum_lag:end,i), plan.date(1), strtrim(M_.exo_names(i,:)));
else
data_set{strtrim(M_.exo_names(i,:))}(plan.date(1):plan.date(1)+ (size(exo, 1) - M_.maximum_lag)) = exo(1+M_.maximum_lag:end,i);
end
end
data_set = merge(dset(dset.dates(1):(plan.date(1)-1)), data_set);
return;
union_names = union(data_set.name, dset.name);
dif = setdiff(union_names, data_set.name);