diff --git a/doc/dynare.texi b/doc/dynare.texi index 3473c1c1f..943b9b7ff 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -10746,6 +10746,7 @@ plotted in levels. @end deffn + @deffn Command dynatype (@var{FILENAME}) [@var{VARIABLE_NAME}@dots{}]; This command prints the listed variables in a text file named @var{FILENAME}. If no @var{VARIABLE_NAME} is listed, all endogenous diff --git a/dynare++/extern/matlab/dynare_simul.m b/dynare++/extern/matlab/dynare_simul.m index a77fc458b..32ac8dc57 100644 --- a/dynare++/extern/matlab/dynare_simul.m +++ b/dynare++/extern/matlab/dynare_simul.m @@ -80,71 +80,71 @@ eval(['load ' fname]); % set prefix, shocks, ystart if ischar(varargin{2}) - prefix = varargin{2}; - if length(varargin) == 3 - shocks = varargin{3}; - ystart = NaN; - elseif length(varargin) == 4 - shocks = varargin{3}; - ystart = varargin{4}; - else - error('Wrong number of parameters.'); - end + prefix = varargin{2}; + if length(varargin) == 3 + shocks = varargin{3}; + ystart = NaN; + elseif length(varargin) == 4 + shocks = varargin{3}; + ystart = varargin{4}; + else + error('Wrong number of parameters.'); + end else - prefix = 'dyn'; - if length(varargin) == 2 - shocks = varargin{2}; - ystart = NaN; - elseif length(varargin) == 3 - shocks = varargin{2}; - ystart = varargin{3}; - else - error('Wrong number of parameters.'); - end + prefix = 'dyn'; + if length(varargin) == 2 + shocks = varargin{2}; + ystart = NaN; + elseif length(varargin) == 3 + shocks = varargin{2}; + ystart = varargin{3}; + else + error('Wrong number of parameters.'); + end end % load all needed variables but prefix_g_* if (exist([prefix '_nstat'])) - nstat = eval([prefix '_nstat']); + nstat = eval([prefix '_nstat']); else - error(['Could not find variable ' prefix '_nstat in workspace']); + error(['Could not find variable ' prefix '_nstat in workspace']); end if (exist([prefix '_npred'])) - npred = eval([prefix '_npred']); + npred = eval([prefix '_npred']); else - error(['Could not find variable ' prefix '_npred in workspace']); + error(['Could not find variable ' prefix '_npred in workspace']); end if (exist([prefix '_nboth'])) - nboth = eval([prefix '_nboth']); + nboth = eval([prefix '_nboth']); else - error(['Could not find variable ' prefix '_nboth in workspace']); + error(['Could not find variable ' prefix '_nboth in workspace']); end if (exist([prefix '_nforw'])) - nforw = eval([prefix '_nforw']); + nforw = eval([prefix '_nforw']); else - error(['Could not find variable ' prefix '_nforw in workspace']); + error(['Could not find variable ' prefix '_nforw in workspace']); end if (exist([prefix '_ss'])) - ss = eval([prefix '_ss']); + ss = eval([prefix '_ss']); else - error(['Could not find variable ' prefix '_ss in workspace']); + error(['Could not find variable ' prefix '_ss in workspace']); end if (exist([prefix '_vcov_exo'])) - vcov_exo = eval([prefix '_vcov_exo']); + vcov_exo = eval([prefix '_vcov_exo']); else - error(['Could not find variable ' prefix '_vcov_exo in workspace']); + error(['Could not find variable ' prefix '_vcov_exo in workspace']); end nexog = size(vcov_exo,1); if isnan(ystart) - ystart = ss; + ystart = ss; end % newer version of dynare++ doesn't return prefix_g_0, we make it here if % it does not exist in workspace g_zero = [prefix '_g_0']; if (~ exist(g_zero)) - eval([ g_zero '= zeros(nstat+npred+nboth+nforw,1);']); + eval([ g_zero '= zeros(nstat+npred+nboth+nforw,1);']); end % make derstr a string of comma seperated existing prefix_g_* @@ -152,13 +152,13 @@ derstr = [',' g_zero]; order = 1; cont = 1; while cont == 1 - g_ord = [prefix '_g_' num2str(order)]; - if (exist(g_ord)) - derstr = [derstr ',' g_ord]; - order = order + 1; - else - cont = 0; - end + g_ord = [prefix '_g_' num2str(order)]; + if (exist(g_ord)) + derstr = [derstr ',' g_ord]; + order = order + 1; + else + cont = 0; + end end % set seed diff --git a/dynare++/sylv/matlab/gensylv.m b/dynare++/sylv/matlab/gensylv.m index d16bde364..56f5f0e73 100644 --- a/dynare++/sylv/matlab/gensylv.m +++ b/dynare++/sylv/matlab/gensylv.m @@ -58,18 +58,19 @@ function [err, X, varargout] = gensylv(order, A, B, C, D) % in Windows, ensure that aa_gensylv.dll is loaded, this prevents % clearing the function and a successive Matlab crash if strcmp('PCWIN', computer) - if ~ libisloaded('aa_gensylv') - loadlibrary('aa_gensylv', 'dummy'); - end + if ~ libisloaded('aa_gensylv') + loadlibrary('aa_gensylv', 'dummy'); + end end % launch aa_gensylv if nargout == 2 - X = aa_gensylv(order, A, B, C, D); + X = aa_gensylv(order, A, B, C, D); elseif nargout == 3 - [X, par] = aa_gensylv(order, A, B, C, D); - varargout(1) = {par}; + [X, par] = aa_gensylv(order, A, B, C, D); + varargout(1) = {par}; else - error('Must have 2 or 3 output arguments.'); + error('Must have 2 or 3 output arguments.'); end err = 0; + \ No newline at end of file diff --git a/examples/NK_baseline_steadystate.m b/examples/NK_baseline_steadystate.m index d55422921..7398303d7 100644 --- a/examples/NK_baseline_steadystate.m +++ b/examples/NK_baseline_steadystate.m @@ -17,8 +17,8 @@ global M_ % read out parameters to access them with their name NumberOfParameters = M_.param_nbr; for ii = 1:NumberOfParameters - paramname = M_.param_names{ii}; - eval([ paramname ' = M_.params(' int2str(ii) ');']); + paramname = M_.param_names{ii}; + eval([ paramname ' = M_.params(' int2str(ii) ');']); end % initialize indicator check = 0; @@ -69,8 +69,8 @@ vw=(1-thetaw)/(1-thetaw*PI^((1-chiw)*eta)*mu_z^eta)*PIstarw^(-eta); tempvaromega=alppha/(1-alppha)*w/r*mu_z*mu_I; [ld,fval,exitflag]=fzero(@(ld)(1-betta*thetaw*mu_z^(eta-1)*PI^(-(1-chiw)*(1-eta)))/(1-betta*thetaw*mu_z^(eta*(1+gammma))*PI^(eta*(1-chiw)*(1+gammma)))... - -(eta-1)/eta*wstar/(varpsi*PIstarw^(-eta*gammma)*ld^gammma)*((1-h*mu_z^(-1))^(-1)-betta*h*(mu_z-h)^(-1))*... - ((mu_A*mu_z^(-1)*vp^(-1)*tempvaromega^alppha-tempvaromega*(1-(1-delta)*(mu_z*mu_I)^(-1)))*ld-vp^(-1)*Phi)^(-1),0.25,options); +-(eta-1)/eta*wstar/(varpsi*PIstarw^(-eta*gammma)*ld^gammma)*((1-h*mu_z^(-1))^(-1)-betta*h*(mu_z-h)^(-1))*... +((mu_A*mu_z^(-1)*vp^(-1)*tempvaromega^alppha-tempvaromega*(1-(1-delta)*(mu_z*mu_I)^(-1)))*ld-vp^(-1)*Phi)^(-1),0.25,options); if exitflag <1 %indicate the SS computation was not sucessful; this would also be detected by Dynare %setting the indicator here shows how to use this functionality to diff --git a/examples/fsdat_simul.m b/examples/fsdat_simul.m index f6ad30c85..56c0e4cd5 100644 --- a/examples/fsdat_simul.m +++ b/examples/fsdat_simul.m @@ -1,416 +1,416 @@ % Generated data, used by fs2000.mod gy_obs =[ - 1.0030045 - 1.0002599 - 0.99104664 - 1.0321162 - 1.0223545 - 1.0043614 - 0.98626929 - 1.0092127 - 1.0357197 - 1.0150827 - 1.0051548 - 0.98465775 - 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]; +]; diff --git a/matlab/AHessian.m b/matlab/AHessian.m index 890dc92d7..f9d9db6e0 100644 --- a/matlab/AHessian.m +++ b/matlab/AHessian.m @@ -66,7 +66,9 @@ while notsteady && t5, - for j=1:length(indx), + if nargout>5 + for j=1:length(indx) d2yssdtheta(:,:,j) = -U(:,k+1:end)*(T\U(:,k+1:end)')*d2f(:,:,j); end end diff --git a/matlab/gsa/pick.m b/matlab/gsa/pick.m index fb5ccbfe5..ed50f60cf 100644 --- a/matlab/gsa/pick.m +++ b/matlab/gsa/pick.m @@ -2,7 +2,7 @@ function pick % % Copyright (C) 2001-2017 European Commission % Copyright (C) 2017 DynareTeam -% + % This file is part of GLUEWIN % GLUEWIN is a MATLAB code designed for analysing the output % of Monte Carlo runs when empirical observations of the model output are available diff --git a/matlab/gsa/prior_draw_gsa.m b/matlab/gsa/prior_draw_gsa.m index 1c3a187a8..d772ae22a 100644 --- a/matlab/gsa/prior_draw_gsa.m +++ b/matlab/gsa/prior_draw_gsa.m @@ -117,4 +117,4 @@ for i = 1:npar otherwise % Nothing to do here. end -end \ No newline at end of file +end diff --git a/matlab/init_plan.m b/matlab/init_plan.m index 2759dc9f1..2ae801784 100644 --- a/matlab/init_plan.m +++ b/matlab/init_plan.m @@ -46,4 +46,4 @@ plan.shock_perfect_foresight_ = []; plan.options_cond_fcst_ = struct(); plan.options_cond_fcst_.parameter_set = 'calibration'; plan.options_cond_fcst_.simulation_type = 'deterministic'; -plan.options_cond_fcst_.controlled_varexo = []; \ No newline at end of file +plan.options_cond_fcst_.controlled_varexo = []; diff --git a/matlab/k_order_pert.m b/matlab/k_order_pert.m index 86763b9b3..596dc100f 100644 --- a/matlab/k_order_pert.m +++ b/matlab/k_order_pert.m @@ -207,4 +207,4 @@ for i=1:n1 m = m + 1; end end -end \ No newline at end of file +end diff --git a/matlab/lmmcp/catstruct.m b/matlab/lmmcp/catstruct.m index 3f1784367..df4a9c05b 100644 --- a/matlab/lmmcp/catstruct.m +++ b/matlab/lmmcp/catstruct.m @@ -168,4 +168,4 @@ else A = cell2struct(VAL, FN); A = reshape(A, sz0) ; % reshape into original format -end \ No newline at end of file +end diff --git a/matlab/ms-sbvar/msstart_setup.m b/matlab/ms-sbvar/msstart_setup.m index 08d502a68..b32b92da4 100644 --- a/matlab/ms-sbvar/msstart_setup.m +++ b/matlab/ms-sbvar/msstart_setup.m @@ -153,4 +153,4 @@ ndraws2=10*ndraws1; % 2nd part of Monte Carlo draws % end % nstarts=1 % number of starting points % imndraws = nstarts*ndraws2; % total draws for impulse responses or forecasts - %<<<<<<<<<<<<<<<<<<< \ No newline at end of file + %<<<<<<<<<<<<<<<<<<< diff --git a/matlab/occbin/map_regime.m b/matlab/occbin/map_regime.m index 1a8b8e796..702b011f9 100755 --- a/matlab/occbin/map_regime.m +++ b/matlab/occbin/map_regime.m @@ -21,4 +21,4 @@ end if (regime(end)==1) warning('Increase nperiods'); -endx \ No newline at end of file +end diff --git a/matlab/occbin/solve_no_constraint.m b/matlab/occbin/solve_no_constraint.m index f86d2c597..db3d45745 100755 --- a/matlab/occbin/solve_no_constraint.m +++ b/matlab/occbin/solve_no_constraint.m @@ -46,4 +46,4 @@ wishlist = endog_; nwishes = length(wishlist); -zdata_ = mkdata(nperiods,decrulea,decruleb,endog_,exog_,wishlist,irfshock,shockssequence); \ No newline at end of file +zdata_ = mkdata(nperiods,decrulea,decruleb,endog_,exog_,wishlist,irfshock,shockssequence); diff --git a/matlab/occbin/solve_two_constraints.m b/matlab/occbin/solve_two_constraints.m index 06de6d46a..33fea1c72 100755 --- a/matlab/occbin/solve_two_constraints.m +++ b/matlab/occbin/solve_two_constraints.m @@ -301,4 +301,4 @@ end zdatapiecewise_(ishock_+1:end,:)=zdatalinear_(2:nperiods_-ishock_+1,:); -zdatalinear_ = mkdata(nperiods_,decrulea,decruleb,endog_,exog_,wishlist_,irfshock_,shockssequence_,init_orig_); \ No newline at end of file +zdatalinear_ = mkdata(nperiods_,decrulea,decruleb,endog_,exog_,wishlist_,irfshock_,shockssequence_,init_orig_); diff --git a/matlab/occbin/tokenize.m b/matlab/occbin/tokenize.m index 1789d095a..2cd8fb410 100755 --- a/matlab/occbin/tokenize.m +++ b/matlab/occbin/tokenize.m @@ -51,4 +51,4 @@ else end end -end \ No newline at end of file +end diff --git a/matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m b/matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m index 8679a2627..000fff50f 100644 --- a/matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m +++ b/matlab/perfect-foresight-models/perfect_foresight_mcp_problem.m @@ -13,7 +13,7 @@ function [residuals,JJacobian] = perfect_foresight_mcp_problem(y, dynamic_functi % % INPUTS % y [double] N*1 array, terminal conditions for the endogenous variables -% dynamic_function [handle] function handle to the dynamic routine +% dynamic_function [handle] function handle to _dynamic-file % Y0 [double] N*1 array, initial conditions for the endogenous variables % YT [double] N*1 array, terminal conditions for the endogenous variables % exo_simul [double] nperiods*M_.exo_nbr matrix of exogenous variables (in declaration order) @@ -24,7 +24,7 @@ function [residuals,JJacobian] = perfect_foresight_mcp_problem(y, dynamic_functi % T [scalar] number of simulation periods % ny [scalar] number of endogenous variables % i_cols [double] indices of variables appearing in M.lead_lag_incidence -% and that need to be passed to the dynamic routine +% and that need to be passed to _dynamic-file % i_cols_J1 [double] indices of contemporaneous and forward looking variables % appearing in M.lead_lag_incidence % i_cols_1 [double] indices of contemporaneous and forward looking variables in diff --git a/matlab/perfect-foresight-models/perfect_foresight_problem.m b/matlab/perfect-foresight-models/perfect_foresight_problem.m index 00f782038..c6c6f77a7 100644 --- a/matlab/perfect-foresight-models/perfect_foresight_problem.m +++ b/matlab/perfect-foresight-models/perfect_foresight_problem.m @@ -12,7 +12,7 @@ function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function, % % INPUTS % y [double] N*1 array, terminal conditions for the endogenous variables -% dynamic_function [handle] function handle to the dynamic routine +% dynamic_function [handle] function handle to _dynamic-file % Y0 [double] N*1 array, initial conditions for the endogenous variables % YT [double] N*1 array, terminal conditions for the endogenous variables % exo_simul [double] nperiods*M_.exo_nbr matrix of exogenous variables (in declaration order) @@ -23,7 +23,7 @@ function [residuals,JJacobian] = perfect_foresight_problem(y, dynamic_function, % T [scalar] number of simulation periods % ny [scalar] number of endogenous variables % i_cols [double] indices of variables appearing in M.lead_lag_incidence -% and that need to be passed to the dynamic routine +% and that need to be passed to _dynamic-file % i_cols_J1 [double] indices of contemporaneous and forward looking variables % appearing in M.lead_lag_incidence % i_cols_1 [double] indices of contemporaneous and forward looking variables in diff --git a/matlab/perfect-foresight-models/private/initialize_stacked_problem.m b/matlab/perfect-foresight-models/private/initialize_stacked_problem.m index 4ef51c3ba..f019805dc 100644 --- a/matlab/perfect-foresight-models/private/initialize_stacked_problem.m +++ b/matlab/perfect-foresight-models/private/initialize_stacked_problem.m @@ -15,7 +15,7 @@ function [options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, . % - yT [double] N*1 array, terminal conditions for the endogenous variables % - z [double] T*M array, paths for the exogenous variables. % - i_cols [double] indices of variables appearing in M.lead_lag_incidence -% and that need to be passed to the dynamic routine +% and that need to be passed to _dynamic-file % - i_cols_J1 [double] indices of contemporaneous and forward looking variables % appearing in M.lead_lag_incidence % - i_cols_T [double] columns of dynamic Jacobian related to @@ -25,7 +25,7 @@ function [options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, . % in dynamic Jacobian (relevant in intermediate periods) % - i_cols_1 [double] indices of contemporaneous and forward looking variables in % M.lead_lag_incidence in dynamic Jacobian (relevant in first period) -% - dynamicmodel [handle] function handle to the dynamic routine +% - dynamicmodel [handle] function handle to _dynamic-file % Copyright (C) 2015-2017 Dynare Team % diff --git a/matlab/perfect-foresight-models/sim1.m b/matlab/perfect-foresight-models/sim1.m index 243f076fc..f43d6df0d 100644 --- a/matlab/perfect-foresight-models/sim1.m +++ b/matlab/perfect-foresight-models/sim1.m @@ -330,4 +330,4 @@ if any(~isreal(dyy)) disp('Last iteration provided complex number for the following variables:') fprintf('%s, ', endo_names{:}), fprintf('\n'), -end \ No newline at end of file +end diff --git a/matlab/rotated_slice_sampler.m b/matlab/rotated_slice_sampler.m index 79f4b267f..6dbfded0f 100644 --- a/matlab/rotated_slice_sampler.m +++ b/matlab/rotated_slice_sampler.m @@ -180,4 +180,4 @@ end % fxsim=[]; % end % end -end \ No newline at end of file +end diff --git a/matlab/score.m b/matlab/score.m index 89d4b512b..06c01cc0d 100644 --- a/matlab/score.m +++ b/matlab/score.m @@ -120,4 +120,4 @@ for ii = 1:k DP1(:,:,ii) = DT(:,:,ii)*tmp*T' + T*Dtmp*T' + T*tmp*DT(:,:,ii)' + DOm(:,:,ii); end -% end of computeDKalman \ No newline at end of file +% end of computeDKalman diff --git a/matlab/slice_sampler.m b/matlab/slice_sampler.m index 84ee4a6de..8aa18fb1d 100644 --- a/matlab/slice_sampler.m +++ b/matlab/slice_sampler.m @@ -66,7 +66,7 @@ for it=1:npar % ------------------------------------------------------- - % 1. DRAW Z = ln[f(X0)] - EXP(1) where EXP(1)=-ln(U(0,1)) + % 1. DRAW Z = ln[f(X0)] - EXP(1) where EXP(1)=-ln(U(0,1)) % THIS DEFINES THE SLICE S={x: z < ln(f(x))} % ------------------------------------------------------- fxold = -feval(objective_function,theta,varargin{:}); diff --git a/matlab/utilities/dataset/quarterly2annual.m b/matlab/utilities/dataset/quarterly2annual.m index f5d8bd7c8..13c6bafd9 100644 --- a/matlab/utilities/dataset/quarterly2annual.m +++ b/matlab/utilities/dataset/quarterly2annual.m @@ -146,4 +146,4 @@ if islog ya=log(ya+yass); yass=log(yass); ya=ya-yass; -end \ No newline at end of file +end diff --git a/mex/sources/bytecode/testing/bytecode_debug.m b/mex/sources/bytecode/testing/bytecode_debug.m index e13535841..7f2e8f9e5 100644 --- a/mex/sources/bytecode/testing/bytecode_debug.m +++ b/mex/sources/bytecode/testing/bytecode_debug.m @@ -4,18 +4,18 @@ fid = fopen([M_.fname '_options.txt'],'wt'); nfields = fieldnames(options_); fprintf(fid, '%d %d %d\n',size(nfields,1), size(options_,1), size(options_,2)); for i=1:size(nfields, 1) - disp(nfields(i)); - if iscell(nfields(i)) - AA = cell2mat(nfields(i)); - else - AA = nfields(i); - end; - if iscell(AA) - AA = cell2mat(AA); - end; - fprintf(fid, '%s\n', AA); - Z = getfield(options_, AA); - print_object(fid, Z); + disp(nfields(i)); + if iscell(nfields(i)) + AA = cell2mat(nfields(i)); + else + AA = nfields(i); + end; + if iscell(AA) + AA = cell2mat(AA); + end; + fprintf(fid, '%s\n', AA); + Z = getfield(options_, AA); + print_object(fid, Z); end; fclose(fid); @@ -23,14 +23,14 @@ fid = fopen([M_.fname '_M.txt'],'wt'); nfields = fields(M_); fprintf(fid, '%d %d %d\n',size(nfields,1), size(M_,1), size(M_,2)); for i=1:size(nfields, 1) - disp(nfields(i)); - if iscell(nfields(i)) - AA = cell2mat(nfields(i)); - else - AA = nfields(i); - end; - fprintf(fid, '%s\n', AA); - print_object(fid, getfield(M_, AA)); + disp(nfields(i)); + if iscell(nfields(i)) + AA = cell2mat(nfields(i)); + else + AA = nfields(i); + end; + fprintf(fid, '%s\n', AA); + print_object(fid, getfield(M_, AA)); end; fclose(fid); @@ -39,65 +39,65 @@ fid = fopen([M_.fname '_oo.txt'],'wt'); nfields = fields(oo_); fprintf(fid, '%d %d %d\n',size(nfields,1), size(oo_,1), size(oo_,2)); for i=1:size(nfields, 1) - disp(nfields(i)); - if iscell(nfields(i)) - AA = cell2mat(nfields(i)); - else - AA = nfields(i); - end; - if iscell(AA) - AA = cell2mat(AA); - end; - fprintf(fid, '%s\n', AA); - print_object(fid, getfield(oo_, AA)); + disp(nfields(i)); + if iscell(nfields(i)) + AA = cell2mat(nfields(i)); + else + AA = nfields(i); + end; + if iscell(AA) + AA = cell2mat(AA); + end; + fprintf(fid, '%s\n', AA); + print_object(fid, getfield(oo_, AA)); end; fclose(fid); function print_object(fid, object_arg) -if iscell(object_arg) - object = cell2mat(object_arg); -else - object = object_arg; -end; -if isa(object,'float') == 1 - fprintf(fid, '%d ', 0); - fprintf(fid, '%d %d\n',size(object,1), size(object,2)); - fprintf(fid, '%f\n', object); - %for i=1:size(object, 2) - %for j=1:size(object, 1) - %fprintf(fid, '%f\n', object(i,j)); - %end; - %end; -elseif isa(object,'char') == 1 - fprintf(fid, '%d ', 3); - fprintf(fid, '%d %d\n',size(object,1), size(object,2)); - %object - for i=1:size(object, 1) - %for i=1:size(object, 2) - fprintf(fid, '%s ', object(i,:)); - %end; - %fprintf(fid, '\n'); - end; - fprintf(fid, '\n'); -elseif isa(object,'struct') == 1 - fprintf(fid, '%d ', 5); - nfields = fields(object); - fprintf(fid, '%d %d %d\n',size(nfields,1), size(object,1), size(object,2)); - for j=1:size(object, 1) * size(object, 2) - nfields = fields(object(j)); - for i=1:size(nfields, 1) - if iscell(nfields(i)) - AA = cell2mat(nfields(i)); - else - AA = nfields(i); - end; - fprintf(fid, '%s\n', AA); - print_object(fid, getfield(object, AA)); - end; - end; -else - disp(['type ' object 'note handle']); -end; + if iscell(object_arg) + object = cell2mat(object_arg); + else + object = object_arg; + end; + if isa(object,'float') == 1 + fprintf(fid, '%d ', 0); + fprintf(fid, '%d %d\n',size(object,1), size(object,2)); + fprintf(fid, '%f\n', object); + %for i=1:size(object, 2) + %for j=1:size(object, 1) + %fprintf(fid, '%f\n', object(i,j)); + %end; + %end; + elseif isa(object,'char') == 1 + fprintf(fid, '%d ', 3); + fprintf(fid, '%d %d\n',size(object,1), size(object,2)); + %object + for i=1:size(object, 1) + %for i=1:size(object, 2) + fprintf(fid, '%s ', object(i,:)); + %end; + %fprintf(fid, '\n'); + end; + fprintf(fid, '\n'); + elseif isa(object,'struct') == 1 + fprintf(fid, '%d ', 5); + nfields = fields(object); + fprintf(fid, '%d %d %d\n',size(nfields,1), size(object,1), size(object,2)); + for j=1:size(object, 1) * size(object, 2) + nfields = fields(object(j)); + for i=1:size(nfields, 1) + if iscell(nfields(i)) + AA = cell2mat(nfields(i)); + else + AA = nfields(i); + end; + fprintf(fid, '%s\n', AA); + print_object(fid, getfield(object, AA)); + end; + end; + else + disp(['type ' object 'note handle']); + end; diff --git a/mex/sources/bytecode/testing/simulate_debug.m b/mex/sources/bytecode/testing/simulate_debug.m index 4c3e818f1..9384eb7fe 100644 --- a/mex/sources/bytecode/testing/simulate_debug.m +++ b/mex/sources/bytecode/testing/simulate_debug.m @@ -2,7 +2,7 @@ function simulate_debug(steady_state) global M_ oo_ options_; fid = fopen([M_.fname '_options.txt'],'wt'); if steady_state~=1 - fprintf(fid,'%d\n',options_.periods); + fprintf(fid,'%d\n',options_.periods); end; fprintf(fid,'%d\n',options_.simul.maxit); fprintf(fid,'%6.20f\n',options_.slowc); @@ -17,11 +17,11 @@ fprintf(fid,'%d\n',M_.maximum_lead); fprintf(fid,'%d\n',M_.maximum_endo_lag); fprintf(fid,'%d\n',M_.param_nbr); if steady_state==1 - fprintf(fid,'%d\n',size(oo_.exo_steady_state, 1)); - fprintf(fid,'%d\n',size(oo_.exo_steady_state, 2)); + fprintf(fid,'%d\n',size(oo_.exo_steady_state, 1)); + fprintf(fid,'%d\n',size(oo_.exo_steady_state, 2)); else - fprintf(fid,'%d\n',size(oo_.exo_simul, 1)); - fprintf(fid,'%d\n',size(oo_.exo_simul, 2)); + fprintf(fid,'%d\n',size(oo_.exo_simul, 1)); + fprintf(fid,'%d\n',size(oo_.exo_simul, 2)); end; fprintf(fid,'%d\n',M_.endo_nbr); if steady_state==1 @@ -41,11 +41,11 @@ fprintf(fid,'%6.20f\n',M_.params); fclose(fid); fid = fopen([M_.fname '_oo.txt'],'wt'); if steady_state==1 - fprintf(fid,'%6.20f\n',oo_.steady_state); - fprintf(fid,'%6.20f\n',oo_.exo_steady_state); + fprintf(fid,'%6.20f\n',oo_.steady_state); + fprintf(fid,'%6.20f\n',oo_.exo_steady_state); else - fprintf(fid,'%6.20f\n',oo_.endo_simul); - fprintf(fid,'%6.20f\n',oo_.exo_simul); + fprintf(fid,'%6.20f\n',oo_.endo_simul); + fprintf(fid,'%6.20f\n',oo_.exo_simul); end; fprintf(fid,'%6.20f\n',oo_.steady_state); fprintf(fid,'%6.20f\n',oo_.exo_steady_state); diff --git a/mex/sources/k_order_perturbation/tests/first_order.m b/mex/sources/k_order_perturbation/tests/first_order.m index a282ae3c3..f46631c22 100644 --- a/mex/sources/k_order_perturbation/tests/first_order.m +++ b/mex/sources/k_order_perturbation/tests/first_order.m @@ -51,20 +51,20 @@ off=off+ nu; n= ypart.ny+ypart.nboth; %TwoDMatrix matD=zeros(n,n); -% matD.place(fypzero,0,0); +% matD.place(fypzero,0,0); matD(1:n-ypart.nboth,1:ypart.npred)= fypzero; -% matD.place(fybzero,0,ypart.npred); +% matD.place(fybzero,0,ypart.npred); matD(1:n-ypart.nboth,ypart.npred+1:ypart.npred+ypart.nboth)=fybzero; -% matD.place(fyplus,0,ypart.nys()+ypart.nstat); +% matD.place(fyplus,0,ypart.nys()+ypart.nstat); matD(1:n-ypart.nboth,ypart.nys+ypart.nstat+1:ypart.nys+ypart.nstat+ypart.nyss)=fyplus; for i=1:ypart.nboth matD(ypart.ny()+i,ypart.npred+i)= 1.0; end matE=[fymins, fyszero, zeros(n-ypart.nboth,ypart.nboth), fyfzero; zeros(ypart.nboth,n)]; -% matE.place(fymins; -% matE.place(fyszero,0,ypart.nys()); -% matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth); +% matE.place(fymins; +% matE.place(fyszero,0,ypart.nys()); +% matE.place(fyfzero,0,ypart.nys()+ypart.nstat+ypart.nboth); for i= 1:ypart.nboth matE(ypart.ny()+i,ypart.nys()+ypart.nstat+i)= -1.0; @@ -72,39 +72,39 @@ end matE=-matE; %matE.mult(-1.0); % vsl=zeros(n,n); -% vsr=zeros(n,n); -% lwork= 100*n+16; -% work=zeros(1,lwork); -% bwork=zeros(1,n); +% vsr=zeros(n,n); +% lwork= 100*n+16; +% work=zeros(1,lwork); +% bwork=zeros(1,n); %int info; -% LAPACK_dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n, -% matD.getData().base(),&n,&sdim,alphar.base(),alphai.base(), -% beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n, -% work.base(),&lwork,&(bwork[0]),&info); +% LAPACK_dgges("N","V","S",order_eigs,&n,matE.getData().base(),&n, +% matD.getData().base(),&n,&sdim,alphar.base(),alphai.base(), +% beta.base(),vsl.getData().base(),&n,vsr.getData().base(),&n, +% work.base(),&lwork,&(bwork[0]),&info); [matE1,matD1,vsr,sdim,dr.eigval,info] = mjdgges(matE,matD,1); bk_cond= (sdim==ypart.nys); -% ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys()); +% ConstGeneralMatrix z11(vsr,0,0,ypart.nys(),ypart.nys()); z11=vsr(1:ypart.nys,1:ypart.nys); -% ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys()); +% ConstGeneralMatrix z12(vsr,0,ypart.nys(),ypart.nys(),n-ypart.nys()); z12=vsr(1:ypart.nys(),ypart.nys+1:end);%, n-ypart.nys); - % ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys()); + % ConstGeneralMatrix z21(vsr,ypart.nys(),0,n-ypart.nys(),ypart.nys()); z21=vsr(ypart.nys+1:end,1:ypart.nys); -% ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys()); +% ConstGeneralMatrix z22(vsr,ypart.nys(),ypart.nys(),n-ypart.nys(),n-ypart.nys()); z22=vsr(ypart.nys+1:end,ypart.nys+1:end); -% GeneralMatrix sfder(z12,"transpose"); +% GeneralMatrix sfder(z12,"transpose"); sfder=z12';%,"transpose"); - % z22.multInvLeftTrans(sfder); + % z22.multInvLeftTrans(sfder); sfder=z22'\sfder; sfder=-sfder;% .mult(-1); %s11(matE,0,0,ypart.nys(),ypart.nys()); s11=matE1(1:ypart.nys,1:ypart.nys); -% t11=(matD1,0,0,ypart.nys(),ypart.nys()); +% t11=(matD1,0,0,ypart.nys(),ypart.nys()); t11=matD1(1:ypart.nys,1:ypart.nys); dumm=(s11');%,"transpose"); %z11.multInvLeftTrans(dumm); @@ -115,15 +115,15 @@ preder=t11\preder; %preder.multLeft(z11); preder= z11*preder; -% gy.place(preder,ypart.nstat,0); -% gy=(zeros(ypart.nstat,size(preder,2)) ;preder); -% sder(sfder,0,0,ypart.nstat,ypart.nys()); +% gy.place(preder,ypart.nstat,0); +% gy=(zeros(ypart.nstat,size(preder,2)) ;preder); +% sder(sfder,0,0,ypart.nstat,ypart.nys()); sder=sfder(1:ypart.nstat,1:ypart.nys); -% gy.place(sder,0,0); -% gy(1:ypart.nstat, 1:ypart.nys)=sder; +% gy.place(sder,0,0); +% gy(1:ypart.nstat, 1:ypart.nys)=sder; % gy=[sder;preder]; -% fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys()); +% fder(sfder,ypart.nstat+ypart.nboth,0,ypart.nforw,ypart.nys()); fder=sfder(ypart.nstat+ypart.nboth+1:ypart.nstat+ypart.nboth+ypart.nforw,1:ypart.nys); -% gy.place(fder,ypart.nstat+ypart.nys(),0); -% gy(ypart.nstat+ypart.nys,1)=fder; +% gy.place(fder,ypart.nstat+ypart.nys(),0); +% gy(ypart.nstat+ypart.nys,1)=fder; gy=[sder;preder;fder]; diff --git a/tests/AIM/data_ca1.m b/tests/AIM/data_ca1.m index ca003056b..c28fae1a2 100644 --- a/tests/AIM/data_ca1.m +++ b/tests/AIM/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... - -0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... - 1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... - 2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... - 1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... - 1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... - 1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... - 1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... - 0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... - 1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... - 1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ... - 0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ... - 1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ... - 1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ... - -0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ... - 0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ... - 0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ... - -0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ... - 2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ... - 1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ... - 1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ... - 1.33035402527 2.75248979249 9.75 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-0.781333991956 0.374007246518 ... +-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ... +0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ... +0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ... +0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ... +0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ... +0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ... +0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ... +0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ... +1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... +1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... +1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ... +0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ... +0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ... +-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ... +0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ... +0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... +0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... +0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... +1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... +0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... +0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... +1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... +1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... +0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... +1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... +0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... +1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... +1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... +1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... +1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... +1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... +1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... +1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... +0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... +1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... +0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... +0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... +0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... +-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... +0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/AIM/fsdat.m b/tests/AIM/fsdat.m index ef1279c0b..aba209b90 100644 --- a/tests/AIM/fsdat.m +++ b/tests/AIM/fsdat.m @@ -1,198 +1,198 @@ data_q = [ - 18.02 1474.5 150.2 - 17.94 1538.2 150.9 - 18.01 1584.5 151.4 - 18.42 1644.1 152 - 18.73 1678.6 152.7 - 19.46 1693.1 153.3 - 19.55 1724 153.9 - 19.56 1758.2 154.7 - 19.79 1760.6 155.4 - 19.77 1779.2 156 - 19.82 1778.8 156.6 - 20.03 1790.9 157.3 - 20.12 1846 158 - 20.1 1882.6 158.6 - 20.14 1897.3 159.2 - 20.22 1887.4 160 - 20.27 1858.2 160.7 - 20.34 1849.9 161.4 - 20.39 1848.5 162 - 20.42 1868.9 162.8 - 20.47 1905.6 163.6 - 20.56 1959.6 164.3 - 20.62 1994.4 164.9 - 20.78 2020.1 165.7 - 21 2030.5 166.5 - 21.2 2023.6 167.2 - 21.33 2037.7 167.9 - 21.62 2033.4 168.7 - 21.71 2066.2 169.5 - 22.01 2077.5 170.2 - 22.15 2071.9 170.9 - 22.27 2094 171.7 - 22.29 2070.8 172.5 - 22.56 2012.6 173.1 - 22.64 2024.7 173.8 - 22.77 2072.3 174.5 - 22.88 2120.6 175.3 - 22.92 2165 176.045 - 22.91 2223.3 176.727 - 22.94 2221.4 177.481 - 23.03 2230.95 178.268 - 23.13 2279.22 179.694 - 23.22 2265.48 180.335 - 23.32 2268.29 181.094 - 23.4 2238.57 181.915 - 23.45 2251.68 182.634 - 23.51 2292.02 183.337 - 23.56 2332.61 184.103 - 23.63 2381.01 184.894 - 23.75 2422.59 185.553 - 23.81 2448.01 186.203 - 23.87 2471.86 186.926 - 23.94 2476.67 187.68 - 24 2508.7 188.299 - 24.07 2538.05 188.906 - 24.12 2586.26 189.631 - 24.29 2604.62 190.362 - 24.35 2666.69 190.954 - 24.41 2697.54 191.56 - 24.52 2729.63 192.256 - 24.64 2739.75 192.938 - 24.77 2808.88 193.467 - 24.88 2846.34 193.994 - 25.01 2898.79 194.647 - 25.17 2970.48 195.279 - 25.32 3042.35 195.763 - 25.53 3055.53 196.277 - 25.79 3076.51 196.877 - 26.02 3102.36 197.481 - 26.14 3127.15 197.967 - 26.31 3129.53 198.455 - 26.6 3154.19 199.012 - 26.9 3177.98 199.572 - 27.21 3236.18 199.995 - 27.49 3292.07 200.452 - 27.75 3316.11 200.997 - 28.12 3331.22 201.538 - 28.39 3381.86 201.955 - 28.73 3390.23 202.419 - 29.14 3409.65 202.986 - 29.51 3392.6 203.584 - 29.94 3386.49 204.086 - 30.36 3391.61 204.721 - 30.61 3422.95 205.419 - 31.02 3389.36 206.13 - 31.5 3481.4 206.763 - 31.93 3500.95 207.362 - 32.27 3523.8 208 - 32.54 3533.79 208.642 - 33.02 3604.73 209.142 - 33.2 3687.9 209.637 - 33.49 3726.18 210.181 - 33.95 3790.44 210.737 - 34.36 3892.22 211.192 - 34.94 3919.01 211.663 - 35.61 3907.08 212.191 - 36.29 3947.11 212.708 - 37.01 3908.15 213.144 - 37.79 3922.57 213.602 - 38.96 3879.98 214.147 - 40.13 3854.13 214.7 - 41.05 3800.93 215.135 - 41.66 3835.21 215.652 - 42.41 3907.02 216.289 - 43.19 3952.48 216.848 - 43.69 4044.59 217.314 - 44.15 4072.19 217.776 - 44.77 4088.49 218.338 - 45.57 4126.39 218.917 - 46.32 4176.28 219.427 - 47.07 4260.08 219.956 - 47.66 4329.46 220.573 - 48.63 4328.33 221.201 - 49.42 4345.51 221.719 - 50.41 4510.73 222.281 - 51.27 4552.14 222.933 - 52.35 4603.65 223.583 - 53.51 4605.65 224.152 - 54.65 4615.64 224.737 - 55.82 4644.93 225.418 - 56.92 4656.23 226.117 - 58.18 4678.96 226.754 - 59.55 4566.62 227.389 - 61.01 4562.25 228.07 - 62.59 4651.86 228.689 - 64.15 4739.16 229.155 - 65.37 4696.82 229.674 - 66.65 4753.02 230.301 - 67.87 4693.76 230.903 - 68.86 4615.89 231.395 - 69.72 4634.88 231.906 - 70.66 4612.08 232.498 - 71.44 4618.26 233.074 - 72.08 4662.97 233.546 - 72.83 4763.57 234.028 - 73.48 4849 234.603 - 74.19 4939.23 235.153 - 75.02 5053.56 235.605 - 75.58 5132.87 236.082 - 76.25 5170.34 236.657 - 76.81 5203.68 237.232 - 77.63 5257.26 237.673 - 78.25 5283.73 238.176 - 78.76 5359.6 238.789 - 79.45 5393.57 239.387 - 79.81 5460.83 239.861 - 80.22 5466.95 240.368 - 80.84 5496.29 240.962 - 81.45 5526.77 241.539 - 82.09 5561.8 242.009 - 82.68 5618 242.52 - 83.33 5667.39 243.12 - 84.09 5750.57 243.721 - 84.67 5785.29 244.208 - 85.56 5844.05 244.716 - 86.66 5878.7 245.354 - 87.44 5952.83 245.966 - 88.45 6010.96 246.46 - 89.39 6055.61 247.017 - 90.13 6087.96 247.698 - 90.88 6093.51 248.374 - 92 6152.59 248.928 - 93.18 6171.57 249.564 - 94.14 6142.1 250.299 - 95.11 6078.96 251.031 - 96.27 6047.49 251.65 - 97 6074.66 252.295 - 97.7 6090.14 253.033 - 98.31 6105.25 253.743 - 99.13 6175.69 254.338 - 99.79 6214.22 255.032 - 100.17 6260.74 255.815 - 100.88 6327.12 256.543 - 101.84 6327.93 257.151 - 102.35 6359.9 257.785 - 102.83 6393.5 258.516 - 103.51 6476.86 259.191 - 104.13 6524.5 259.738 - 104.71 6600.31 260.351 - 105.39 6629.47 261.04 - 106.09 6688.61 261.692 - 106.75 6717.46 262.236 - 107.24 6724.2 262.847 - 107.75 6779.53 263.527 - 108.29 6825.8 264.169 - 108.91 6882 264.681 - 109.24 6983.91 265.258 - 109.74 7020 265.887 - 110.23 7093.12 266.491 - 111 7166.68 266.987 - 111.43 7236.5 267.545 - 111.76 7311.24 268.171 - 112.08 7364.63 268.815 - ]; +18.02 1474.5 150.2 +17.94 1538.2 150.9 +18.01 1584.5 151.4 +18.42 1644.1 152 +18.73 1678.6 152.7 +19.46 1693.1 153.3 +19.55 1724 153.9 +19.56 1758.2 154.7 +19.79 1760.6 155.4 +19.77 1779.2 156 +19.82 1778.8 156.6 +20.03 1790.9 157.3 +20.12 1846 158 +20.1 1882.6 158.6 +20.14 1897.3 159.2 +20.22 1887.4 160 +20.27 1858.2 160.7 +20.34 1849.9 161.4 +20.39 1848.5 162 +20.42 1868.9 162.8 +20.47 1905.6 163.6 +20.56 1959.6 164.3 +20.62 1994.4 164.9 +20.78 2020.1 165.7 +21 2030.5 166.5 +21.2 2023.6 167.2 +21.33 2037.7 167.9 +21.62 2033.4 168.7 +21.71 2066.2 169.5 +22.01 2077.5 170.2 +22.15 2071.9 170.9 +22.27 2094 171.7 +22.29 2070.8 172.5 +22.56 2012.6 173.1 +22.64 2024.7 173.8 +22.77 2072.3 174.5 +22.88 2120.6 175.3 +22.92 2165 176.045 +22.91 2223.3 176.727 +22.94 2221.4 177.481 +23.03 2230.95 178.268 +23.13 2279.22 179.694 +23.22 2265.48 180.335 +23.32 2268.29 181.094 +23.4 2238.57 181.915 +23.45 2251.68 182.634 +23.51 2292.02 183.337 +23.56 2332.61 184.103 +23.63 2381.01 184.894 +23.75 2422.59 185.553 +23.81 2448.01 186.203 +23.87 2471.86 186.926 +23.94 2476.67 187.68 +24 2508.7 188.299 +24.07 2538.05 188.906 +24.12 2586.26 189.631 +24.29 2604.62 190.362 +24.35 2666.69 190.954 +24.41 2697.54 191.56 +24.52 2729.63 192.256 +24.64 2739.75 192.938 +24.77 2808.88 193.467 +24.88 2846.34 193.994 +25.01 2898.79 194.647 +25.17 2970.48 195.279 +25.32 3042.35 195.763 +25.53 3055.53 196.277 +25.79 3076.51 196.877 +26.02 3102.36 197.481 +26.14 3127.15 197.967 +26.31 3129.53 198.455 +26.6 3154.19 199.012 +26.9 3177.98 199.572 +27.21 3236.18 199.995 +27.49 3292.07 200.452 +27.75 3316.11 200.997 +28.12 3331.22 201.538 +28.39 3381.86 201.955 +28.73 3390.23 202.419 +29.14 3409.65 202.986 +29.51 3392.6 203.584 +29.94 3386.49 204.086 +30.36 3391.61 204.721 +30.61 3422.95 205.419 +31.02 3389.36 206.13 +31.5 3481.4 206.763 +31.93 3500.95 207.362 +32.27 3523.8 208 +32.54 3533.79 208.642 +33.02 3604.73 209.142 +33.2 3687.9 209.637 +33.49 3726.18 210.181 +33.95 3790.44 210.737 +34.36 3892.22 211.192 +34.94 3919.01 211.663 +35.61 3907.08 212.191 +36.29 3947.11 212.708 +37.01 3908.15 213.144 +37.79 3922.57 213.602 +38.96 3879.98 214.147 +40.13 3854.13 214.7 +41.05 3800.93 215.135 +41.66 3835.21 215.652 +42.41 3907.02 216.289 +43.19 3952.48 216.848 +43.69 4044.59 217.314 +44.15 4072.19 217.776 +44.77 4088.49 218.338 +45.57 4126.39 218.917 +46.32 4176.28 219.427 +47.07 4260.08 219.956 +47.66 4329.46 220.573 +48.63 4328.33 221.201 +49.42 4345.51 221.719 +50.41 4510.73 222.281 +51.27 4552.14 222.933 +52.35 4603.65 223.583 +53.51 4605.65 224.152 +54.65 4615.64 224.737 +55.82 4644.93 225.418 +56.92 4656.23 226.117 +58.18 4678.96 226.754 +59.55 4566.62 227.389 +61.01 4562.25 228.07 +62.59 4651.86 228.689 +64.15 4739.16 229.155 +65.37 4696.82 229.674 +66.65 4753.02 230.301 +67.87 4693.76 230.903 +68.86 4615.89 231.395 +69.72 4634.88 231.906 +70.66 4612.08 232.498 +71.44 4618.26 233.074 +72.08 4662.97 233.546 +72.83 4763.57 234.028 +73.48 4849 234.603 +74.19 4939.23 235.153 +75.02 5053.56 235.605 +75.58 5132.87 236.082 +76.25 5170.34 236.657 +76.81 5203.68 237.232 +77.63 5257.26 237.673 +78.25 5283.73 238.176 +78.76 5359.6 238.789 +79.45 5393.57 239.387 +79.81 5460.83 239.861 +80.22 5466.95 240.368 +80.84 5496.29 240.962 +81.45 5526.77 241.539 +82.09 5561.8 242.009 +82.68 5618 242.52 +83.33 5667.39 243.12 +84.09 5750.57 243.721 +84.67 5785.29 244.208 +85.56 5844.05 244.716 +86.66 5878.7 245.354 +87.44 5952.83 245.966 +88.45 6010.96 246.46 +89.39 6055.61 247.017 +90.13 6087.96 247.698 +90.88 6093.51 248.374 +92 6152.59 248.928 +93.18 6171.57 249.564 +94.14 6142.1 250.299 +95.11 6078.96 251.031 +96.27 6047.49 251.65 +97 6074.66 252.295 +97.7 6090.14 253.033 +98.31 6105.25 253.743 +99.13 6175.69 254.338 +99.79 6214.22 255.032 +100.17 6260.74 255.815 +100.88 6327.12 256.543 +101.84 6327.93 257.151 +102.35 6359.9 257.785 +102.83 6393.5 258.516 +103.51 6476.86 259.191 +104.13 6524.5 259.738 +104.71 6600.31 260.351 +105.39 6629.47 261.04 +106.09 6688.61 261.692 +106.75 6717.46 262.236 +107.24 6724.2 262.847 +107.75 6779.53 263.527 +108.29 6825.8 264.169 +108.91 6882 264.681 +109.24 6983.91 265.258 +109.74 7020 265.887 +110.23 7093.12 266.491 +111 7166.68 266.987 +111.43 7236.5 267.545 +111.76 7311.24 268.171 +112.08 7364.63 268.815 +]; %GDPD GDPQ GPOP series = zeros(193,2); diff --git a/tests/analytic_derivatives/fsdat_simul.m b/tests/analytic_derivatives/fsdat_simul.m index 159612e57..d4f4a8066 100644 --- a/tests/analytic_derivatives/fsdat_simul.m +++ b/tests/analytic_derivatives/fsdat_simul.m @@ -1,828 +1,828 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 - 0.98548204 - 1.0274294 - 1.0141377 - 1.0091174 - 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1.3962625 + 1.3994012 + 1.4083656 + 1.4233002 + 1.4037932 + 1.3973604 + 1.4095657 + 1.4095764 + 1.4080055 + 1.4095882 + 1.4108374 + 1.4164143 + 1.4283402 + 1.4343939 + 1.4392909 + 1.4406097 + 1.4468355 + 1.4412132 + 1.4305562 + 1.4252445 + 1.4103094 + 1.4059847 + 1.4141106 + 1.4429769 + 1.4489679 + 1.4559263 + 1.4593079 + 1.4627911 + 1.453154 + 1.4416665 + 1.4101485 + 1.4175823 + 1.4266407 - ]; +]; diff --git a/tests/block_bytecode/run_ls2003.m b/tests/block_bytecode/run_ls2003.m index d59d64cd2..892f84229 100644 --- a/tests/block_bytecode/run_ls2003.m +++ b/tests/block_bytecode/run_ls2003.m @@ -20,12 +20,12 @@ function run_ls2003(block, bytecode, solve_algo, stack_solve_algo) disp(['TEST: ls2003 (block=' num2str(block) ', bytecode=' ... num2str(bytecode) ', solve_algo=' num2str(solve_algo) ... ', stack_solve_algo=' num2str(stack_solve_algo) ')...']); -fid = fopen('ls2003_tmp.mod', 'w'); -assert(fid > 0); -fprintf(fid, ['@#define block = %d\n@#define bytecode = %d\n' ... - '@#define solve_algo = %d\n@#define stack_solve_algo = %d\n' ... - '@#include \"ls2003.mod\"\n'], block, bytecode, ... - solve_algo, stack_solve_algo); -fclose(fid); -dynare('ls2003_tmp.mod','console') + fid = fopen('ls2003_tmp.mod', 'w'); + assert(fid > 0); + fprintf(fid, ['@#define block = %d\n@#define bytecode = %d\n' ... + '@#define solve_algo = %d\n@#define stack_solve_algo = %d\n' ... + '@#include \"ls2003.mod\"\n'], block, bytecode, ... + solve_algo, stack_solve_algo); + fclose(fid); + dynare('ls2003_tmp.mod','console') end diff --git a/tests/bvar_a_la_sims/bvar_sample.m b/tests/bvar_a_la_sims/bvar_sample.m index 3dd002e3b..8093afe18 100644 --- a/tests/bvar_a_la_sims/bvar_sample.m +++ b/tests/bvar_a_la_sims/bvar_sample.m @@ -1,1006 +1,1006 @@ bvar_data = [ - 0.00000000000, 0.00000000000; - -0.00485199480, -0.00034195121; - -0.00369702440, -0.01212953600; - 0.01577573000, -0.00131845390; - -0.01132415000, -0.00364839770; - 0.01158109800, -0.00262917340; - -0.00385969150, -0.00374515890; - -0.00605244640, 0.00760215990; - -0.00027881367, -0.01014485600; - 0.00328156560, -0.00358791610; - -0.01152432500, -0.00064990774; - -0.00417541420, -0.02726543200; - 0.01165937200, -0.01565713900; - 0.00327415420, -0.01403374100; - -0.00262015080, -0.01667459700; - -0.01146453600, -0.01088215300; - 0.00521521470, -0.02177149300; - 0.00767451980, -0.01671285200; - 0.01259883800, 0.00306304710; - -0.01790411600, -0.01240549400; - 0.00451096210, 0.00713706070; - 0.02171339100, -0.00405944740; - -0.00984485920, -0.00280935440; - 0.00303833090, -0.00658279110; - 0.00496516950, -0.00329239970; - 0.01425115100, -0.01417161800; - -0.00848068480, -0.01036798700; - 0.01384593500, 0.00307931740; - -0.00911261030, -0.00409005360; - 0.00104231040, -0.00503950650; - -0.01669998300, -0.00919063320; - 0.02192734300, -0.00900963420; - 0.00895830410, 0.00889444930; - -0.00078210473, 0.00303194750; - -0.00369206110, 0.00307427120; - 0.01569838000, -0.00494547550; - -0.00518999260, -0.02284842300; - 0.01668021700, -0.02845341900; - -0.02568046200, -0.03263100900; - 0.00662056690, -0.00759856640; - -0.00051553622, -0.00266545800; - 0.00588163920, 0.00553735730; - 0.00496782960, -0.00439611810; - -0.00917153500, -0.02059437900; - 0.01824072100, -0.01633834000; - 0.01007005900, -0.02248933700; - -0.00560011310, -0.02417716500; - -0.00769812730, -0.00017818698; - 0.00133784330, -0.00149211110; - -0.01435760300, 0.00692602660; - 0.00404759460, -0.01017014800; - -0.00663831950, -0.00315748290; - -0.00085548858, -0.02827386400; - 0.00421366420, -0.02999430500; - 0.00228340080, 0.00351766350; - 0.00067972662, 0.00394969830; - 0.00010249414, -0.00227112120; - 0.01352092200, 0.00054581385; - -0.01119695100, 0.01346546700; - 0.03037738600, 0.01926781500; - -0.00648092580, 0.03341492100; - 0.00742909040, 0.03054532700; - 0.00348382550, 0.01877144600; - 0.00246629280, 0.00970566090; - 0.01095858000, 0.01093582600; - -0.01513041900, 0.02512391700; - 0.00903471840, 0.03498919400; - -0.00618408790, 0.02227141800; - 0.01096205900, -0.00920153520; - 0.00262835580, -0.00765528570; - 0.01114218200, 0.00619863290; - -0.00919430790, 0.01755913200; - 0.01006375400, 0.01441648800; - -0.01990465700, 0.00916741770; - 0.00855497720, -0.00323036000; - -0.01369815600, 0.00361482240; - -0.00712474120, 0.01056456100; - -0.01264778000, 0.00232601930; - -0.01423405400, -0.00320915910; - -0.00016743283, 0.00840220560; - 0.00285416310, 0.01212758900; - -0.00345522980, -0.01240091400; - -0.01061054000, -0.00392867620; - -0.01603832900, 0.00257474180; - 0.00324895860, 0.01867151600; - -0.00291754020, 0.01065674500; - 0.02361004800, 0.01609781500; - -0.00318450010, 0.00712827010; - 0.02139297300, 0.01445064800; - 0.01460282300, -0.00449260470; - 0.00647488450, 0.02045964500; - 0.00854365700, -0.00148195210; - -0.02251529400, -0.00256425170; - 0.00222816500, -0.01526768300; - 0.02185776000, -0.00714712190; - -0.00455624340, -0.00160773030; - -0.01246960000, 0.00150635870; - 0.00924045130, -0.00910181770; - 0.00343446870, 0.01052361000; - 0.01349456500, -0.01018272900; - -0.00740446960, -0.00215583630; - 0.00813427010, 0.00314027880; - -0.00739251150, -0.01104516400; - -0.00135688900, -0.00758587260; - 0.01004834800, 0.00714729720; - 0.00071365274, 0.00981284720; - 0.00354068790, -0.01254811000; - -0.02248783700, 0.00397571800; - -0.00865090470, 0.00869799720; - 0.00755320970, -0.00274643140; - 0.00718197010, -0.01057977500; - -0.00890055570, -0.01187215200; - -0.00221861280, -0.00737277380; - -0.00176862730, -0.00544962520; - -0.01488865900, -0.00755715830; - -0.01003201200, -0.01536865400; - -0.00885387310, 0.00157814460; - -0.01057416100, -0.00872661580; - 0.00529372600, -0.02309533000; - -0.00129770280, 0.00439926800; - -0.00471011830, 0.00686916260; - 0.00221095220, 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b/tests/dates/fsdat_simul.m @@ -2,830 +2,830 @@ INIT__ = '1950Q1'; FREQ__ = 4; gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 - 0.98548204 - 1.0274294 - 1.0141377 - 1.0091174 - 0.96427632 - 1.0083272 - 1.0007882 - 0.99038262 - 1.0031336 - 0.99500213 - 0.98203716 - 0.9889452 - 1.011632 - 0.99451949 - 0.97291047 - 0.98750871 - 0.99992418 - 0.97657318 - 0.99930448 - 1.0008515 - 1.0044064 - 0.98133792 - 1.0091702 - 1.0087023 - 1.0119876 - 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1.3768022 - 1.3617199 - 1.3798267 - 1.3863533 - 1.3905803 - 1.4061004 - 1.4202788 - 1.4313191 - 1.4406155 - 1.4444837 - 1.4367244 - 1.4379653 - 1.4371881 - 1.4243012 - 1.41826 - 1.4133617 - 1.40181 - 1.3965683 - 1.3865729 - 1.3855433 - 1.3755111 - 1.3758609 - 1.3962625 - 1.3994012 - 1.4083656 - 1.4233002 - 1.4037932 - 1.3973604 - 1.4095657 - 1.4095764 - 1.4080055 - 1.4095882 - 1.4108374 - 1.4164143 - 1.4283402 - 1.4343939 - 1.4392909 - 1.4406097 - 1.4468355 - 1.4412132 - 1.4305562 - 1.4252445 - 1.4103094 - 1.4059847 - 1.4141106 - 1.4429769 - 1.4489679 - 1.4559263 - 1.4593079 - 1.4627911 - 1.453154 - 1.4416665 - 1.4101485 - 1.4175823 - 1.4266407 + 1 + 0.99948573 + 1.0068249 + 1.0141211 + 1.0073149 + 0.99884398 + 1.0237035 + 1.0349636 + 1.036819 + 1.0247366 + 1.0242391 + 1.0275737 + 1.0065684 + 0.99838346 + 0.97281734 + 0.95346302 + 0.9355791 + 0.9461152 + 0.94338882 + 0.92988921 + 0.9311862 + 0.93529467 + 0.93784681 + 0.91501401 + 0.92360522 + 0.91049302 + 0.90754698 + 0.91365103 + 0.91499228 + 0.92260749 + 0.92533824 + 0.90949431 + 0.91106924 + 0.90594116 + 0.90491334 + 0.9039891 + 0.91060772 + 0.92132842 + 0.91934854 + 0.92268418 + 0.92545127 + 0.91517169 + 0.90513459 + 0.90224212 + 0.87734878 + 0.88013667 + 0.86906494 + 0.84776403 + 0.83895869 + 0.81373437 + 0.78998314 + 0.77594176 + 0.77982695 + 0.77098321 + 0.76538611 + 0.76608075 + 0.77458654 + 0.78354767 + 0.81282389 + 0.83627649 + 0.82873051 + 0.83181309 + 0.83149903 + 0.83551261 + 0.83305985 + 0.84648418 + 0.86195421 + 0.88047436 + 0.90177533 + 0.93232215 + 0.94445051 + 0.9472487 + 0.94786015 + 0.95992178 + 0.95499149 + 0.95788581 + 0.9684288 + 0.97731917 + 0.98739379 + 1.0033879 + 1.0159673 + 1.0269931 + 1.0436661 + 1.0492034 + 1.0765292 + 1.0784865 + 1.0971624 + 1.1171737 + 1.1193675 + 1.1526119 + 1.1550265 + 1.1585277 + 1.1560166 + 1.1671172 + 1.1706294 + 1.1805791 + 1.1786896 + 1.1756876 + 1.1820789 + 1.171211 + 1.1637997 + 1.1636684 + 1.179719 + 1.1912538 + 1.2187959 + 1.2326986 + 1.2418602 + 1.2388704 + 1.2449963 + 1.2538678 + 1.2508929 + 1.2474781 + 1.255148 + 1.274482 + 1.2862757 + 1.2813665 + 1.2888943 + 1.2787436 + 1.2678886 + 1.274325 + 1.2720952 + 1.263492 + 1.2652139 + 1.2667561 + 1.264558 + 1.2680362 + 1.2660431 + 1.2909605 + 1.2927921 + 1.288932 + 1.2910852 + 1.3012725 + 1.3048721 + 1.3196515 + 1.3181903 + 1.321309 + 1.3431543 + 1.344136 + 1.3730377 + 1.3773695 + 1.3754742 + 1.3825964 + 1.3985574 + 1.3861412 + 1.3767823 + 1.3764309 + 1.3678747 + 1.3718554 + 1.3768022 + 1.3617199 + 1.3798267 + 1.3863533 + 1.3905803 + 1.4061004 + 1.4202788 + 1.4313191 + 1.4406155 + 1.4444837 + 1.4367244 + 1.4379653 + 1.4371881 + 1.4243012 + 1.41826 + 1.4133617 + 1.40181 + 1.3965683 + 1.3865729 + 1.3855433 + 1.3755111 + 1.3758609 + 1.3962625 + 1.3994012 + 1.4083656 + 1.4233002 + 1.4037932 + 1.3973604 + 1.4095657 + 1.4095764 + 1.4080055 + 1.4095882 + 1.4108374 + 1.4164143 + 1.4283402 + 1.4343939 + 1.4392909 + 1.4406097 + 1.4468355 + 1.4412132 + 1.4305562 + 1.4252445 + 1.4103094 + 1.4059847 + 1.4141106 + 1.4429769 + 1.4489679 + 1.4559263 + 1.4593079 + 1.4627911 + 1.453154 + 1.4416665 + 1.4101485 + 1.4175823 + 1.4266407 - ]; +]; diff --git a/tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m b/tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m index dea593c26..4b4c0adde 100644 --- a/tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m +++ b/tests/decision_rules/third_order/comparison_policy_functions_dynare_mathematica.m @@ -1,8 +1,8 @@ %read in the FV et al. policy functions derived from Mathematica if ~isoctave() && ~matlab_ver_less_than('8.4') - websave('FV_2011_policyfunctions.mat','http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat', weboptions('Timeout', 30)) + websave('FV_2011_policyfunctions.mat','http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat', weboptions('Timeout', 30)) else - urlwrite('http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat','FV_2011_policyfunctions.mat') + urlwrite('http://www.dynare.org/Datasets/FV_2011_policyfunctions.mat','FV_2011_policyfunctions.mat') end load FV_2011_policyfunctions @@ -79,9 +79,9 @@ end gxxx_dyn=zeros(size(gxxx)); for endo_iter_1=1:nx for endo_iter_2=1:nx - for endo_iter_3=1:nx + for endo_iter_3=1:nx gxxx_dyn(nu+endo_iter_1,nu+endo_iter_2,nu+endo_iter_3,:)=dr.ghxxx(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nx*nx+(FV_endo_state_order(endo_iter_2)-1)*nx+FV_endo_state_order(endo_iter_3)); - end + end end end @@ -95,21 +95,21 @@ end for endo_iter_1=1:nx for endo_iter_2=1:nx - for exo_iter=1:nu + for exo_iter=1:nu gxxx_dyn(nu+endo_iter_1,nu+endo_iter_2,exo_iter,:)=dr.ghxxu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nx*nu+(FV_endo_state_order(endo_iter_2)-1)*nu+FV_exo_order(exo_iter)); gxxx_dyn(exo_iter,nu+endo_iter_2,nu+endo_iter_1,:)=dr.ghxxu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nx*nu+(FV_endo_state_order(endo_iter_2)-1)*nu+FV_exo_order(exo_iter)); gxxx_dyn(nu+endo_iter_1,exo_iter,nu+endo_iter_2,:)=dr.ghxxu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nx*nu+(FV_endo_state_order(endo_iter_2)-1)*nu+FV_exo_order(exo_iter)); - end + end end end for endo_iter_1=1:nx for exo_iter_1=1:nu - for exo_iter_2=1:nu + for exo_iter_2=1:nu gxxx_dyn(nu+endo_iter_1,exo_iter_1,exo_iter_2,:)=dr.ghxuu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nu*nu+(FV_exo_order(exo_iter_1)-1)*nu+FV_exo_order(exo_iter_2)); gxxx_dyn(exo_iter_1,nu+endo_iter_1,exo_iter_2,:)=dr.ghxuu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nu*nu+(FV_exo_order(exo_iter_1)-1)*nu+FV_exo_order(exo_iter_2)); gxxx_dyn(exo_iter_1,exo_iter_2,nu+endo_iter_1,:)=dr.ghxuu(FV_endo_order,(FV_endo_state_order(endo_iter_1)-1)*nu*nu+(FV_exo_order(exo_iter_1)-1)*nu+FV_exo_order(exo_iter_2)); - end + end end end diff --git a/tests/ep/ar_steadystate.m b/tests/ep/ar_steadystate.m index d04047242..966331f8e 100644 --- a/tests/ep/ar_steadystate.m +++ b/tests/ep/ar_steadystate.m @@ -1,8 +1,8 @@ function [ys, info] = ar_steadystate(ys, exogenous) % Steady state routine for ar.mod (First order autoregressive process) - + global M_ - + info = 0; ys(1)=M_.params(2); diff --git a/tests/ep/exact_solution.m b/tests/ep/exact_solution.m index 64b1aa7dc..5b525797f 100644 --- a/tests/ep/exact_solution.m +++ b/tests/ep/exact_solution.m @@ -1,30 +1,30 @@ function y=exact_solution(M,oo,n) -beta = M.params(1); -theta = M.params(2); -rho = M.params(3); -xbar = M.params(4); -sigma2 = M.Sigma_e; - -if beta*exp(theta*xbar+.5*theta^2*sigma2/(1-rho)^2)>1-eps - disp('The model doesn''t have a solution!') - return -end - -i = 1:n; -a = theta*xbar*i+(theta^2*sigma2)/(2*(1-rho)^2)*(i-2*rho*(1-rho.^i)/(1-rho)+rho^2*(1-rho.^(2*i))/(1-rho^2)); -b = theta*rho*(1-rho.^i)/(1-rho); - -x = oo.endo_simul(2,:); -xhat = x-xbar; - -n2 = size(x,2); - -y = zeros(1,n2); - - -for j=1:n2 - y(j) = sum(beta.^i.*exp(a+b*xhat(j))); -end - -disp(sum(beta.^i.*exp(theta*xbar*i))) -disp(sum(beta.^i.*exp(a))) \ No newline at end of file + beta = M.params(1); + theta = M.params(2); + rho = M.params(3); + xbar = M.params(4); + sigma2 = M.Sigma_e; + + if beta*exp(theta*xbar+.5*theta^2*sigma2/(1-rho)^2)>1-eps + disp('The model doesn''t have a solution!') + return + end + + i = 1:n; + a = theta*xbar*i+(theta^2*sigma2)/(2*(1-rho)^2)*(i-2*rho*(1-rho.^i)/(1-rho)+rho^2*(1-rho.^(2*i))/(1-rho^2)); + b = theta*rho*(1-rho.^i)/(1-rho); + + x = oo.endo_simul(2,:); + xhat = x-xbar; + + n2 = size(x,2); + + y = zeros(1,n2); + + + for j=1:n2 + y(j) = sum(beta.^i.*exp(a+b*xhat(j))); + end + + disp(sum(beta.^i.*exp(theta*xbar*i))) + disp(sum(beta.^i.*exp(a))) \ No newline at end of file diff --git a/tests/ep/rbcii_steady_state.m b/tests/ep/rbcii_steady_state.m index dd79d28a4..5fc2dcb1a 100644 --- a/tests/ep/rbcii_steady_state.m +++ b/tests/ep/rbcii_steady_state.m @@ -1,61 +1,61 @@ -function [ys_, params, info] = rbcii_steady_state(ys_, exo_, params) +function [ys_, params, info] = rbcii_steadystate2(ys_, exo_, params) + + % Flag initialization (equal to zero if the deterministic steady state exists) + info = 0; + + % efficiency + ys_(13)=0; + + % Efficiency + ys_(12)=params(8); + + % Steady state ratios + Output_per_unit_of_Capital=((1/params(1)-1+params(6))/params(4))^(1/(1-params(5))); + Consumption_per_unit_of_Capital=Output_per_unit_of_Capital-params(6); + Labour_per_unit_of_Capital=(((Output_per_unit_of_Capital/ys_(12))^params(5)-params(4))/(1-params(4)))^(1/params(5)); + Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital; + Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital; -% Flag initialization (equal to zero if the deterministic steady state exists) -info = 0; + % Steady state share of capital revenues in total revenues (calibration check) + ShareOfCapital=params(4)/(params(4)+(1-params(4))*Labour_per_unit_of_Capital^params(5)); -% efficiency -ys_(13)=0; + % Steady state level of labour + ys_(3)=1/(1+Consumption_per_unit_of_Labour/((1-params(4))*params(2)/(1-params(2))*Output_per_unit_of_Labour^(1-params(5)))); + + % Steady state level of consumption + ys_(4)=Consumption_per_unit_of_Labour*ys_(3); + + % Steady state level of physical capital stock + ys_(1)=ys_(3)/Labour_per_unit_of_Capital; + + % Steady state level of output + ys_(2)=Output_per_unit_of_Capital*ys_(1); + + % Steady state level of investment + ys_(5)=params(6)*ys_(1); + + % Steady state level of the expected term appearing in the Euler equation + ys_(14)=(ys_(4)^params(2)*(1-ys_(3))^(1-params(2)))^(1-params(3))/ys_(4)*(1+params(4)*(ys_(2)/ys_(1))^(1-params(5))-params(6)); -% Efficiency -ys_(12)=params(8); + % Steady state level of output in the unconstrained regime (positive investment) + ys_(6)=ys_(2); -% Steady state ratios -Output_per_unit_of_Capital=((1/params(1)-1+params(6))/params(4))^(1/(1-params(5))); -Consumption_per_unit_of_Capital=Output_per_unit_of_Capital-params(6); -Labour_per_unit_of_Capital=(((Output_per_unit_of_Capital/ys_(12))^params(5)-params(4))/(1-params(4)))^(1/params(5)); -Output_per_unit_of_Labour=Output_per_unit_of_Capital/Labour_per_unit_of_Capital; -Consumption_per_unit_of_Labour=Consumption_per_unit_of_Capital/Labour_per_unit_of_Capital; + % Steady state level of labour in the unconstrained regime + ys_(7)=ys_(3); + + % Steady state level of consumption in the unconstrained regime + ys_(8)=ys_(4); + + % Steady state level of labour in the constrained regime (noinvestment) + [lss,info] = l_solver(ys_(3),params(4),params(5),params(2),params(8),ys_(1),100); + if info, return, end + ys_(10) = lss; -% Steady state share of capital revenues in total revenues (calibration check) -ShareOfCapital=params(4)/(params(4)+(1-params(4))*Labour_per_unit_of_Capital^params(5)); - -% Steady state level of labour -ys_(3)=1/(1+Consumption_per_unit_of_Labour/((1-params(4))*params(2)/(1-params(2))*Output_per_unit_of_Labour^(1-params(5)))); - -% Steady state level of consumption -ys_(4)=Consumption_per_unit_of_Labour*ys_(3); - -% Steady state level of physical capital stock -ys_(1)=ys_(3)/Labour_per_unit_of_Capital; - -% Steady state level of output -ys_(2)=Output_per_unit_of_Capital*ys_(1); - -% Steady state level of investment -ys_(5)=params(6)*ys_(1); - -% Steady state level of the expected term appearing in the Euler equation -ys_(14)=(ys_(4)^params(2)*(1-ys_(3))^(1-params(2)))^(1-params(3))/ys_(4)*(1+params(4)*(ys_(2)/ys_(1))^(1-params(5))-params(6)); - -% Steady state level of output in the unconstrained regime (positive investment) -ys_(6)=ys_(2); - -% Steady state level of labour in the unconstrained regime -ys_(7)=ys_(3); - -% Steady state level of consumption in the unconstrained regime -ys_(8)=ys_(4); - -% Steady state level of labour in the constrained regime (noinvestment) -[lss,info] = l_solver(ys_(3),params(4),params(5),params(2),params(8),ys_(1),100); -if info, return, end -ys_(10) = lss; - -% Steady state level of consumption in the constrained regime -ys_(11)=params(8)*(params(4)*ys_(1)^params(5)+(1-params(4))*ys_(10)^params(5))^(1/params(5)); - -% Steady state level of output in the constrained regime -ys_(9)=ys_(11); + % Steady state level of consumption in the constrained regime + ys_(11)=params(8)*(params(4)*ys_(1)^params(5)+(1-params(4))*ys_(10)^params(5))^(1/params(5)); + + % Steady state level of output in the constrained regime + ys_(9)=ys_(11); end @@ -63,26 +63,26 @@ end function r = p0(labour,alpha,psi,theta,effstar,kstar) -r = labour * ( alpha*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-theta)/effstar^psi ) - theta*(1-alpha)/(1-theta)/effstar^psi; + r = labour * ( alpha*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-theta)/effstar^psi ) - theta*(1-alpha)/(1-theta)/effstar^psi; end - + function d = p1(labour,alpha,psi,theta,effstar,kstar) -d = alpha*(1-psi)*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-alpha)/effstar^psi; + d = alpha*(1-psi)*kstar^psi/labour^psi + 1-alpha + theta*(1-alpha)/(1-alpha)/effstar^psi; end function [labour,info] = l_solver(labour,alpha,psi,theta,effstar,kstar,maxiter) -iteration = 1; info = 0; -r = p0(labour,alpha,psi,theta,effstar,kstar); -condition = abs(r); -while condition - if iteration==maxiter - info = 1; - break - end - d = p1(labour,alpha,psi,theta,effstar,kstar); - labour = labour - r/d; + iteration = 1; info = 0; r = p0(labour,alpha,psi,theta,effstar,kstar); - condition = abs(r)>1e-9; - iteration = iteration + 1; -end + condition = abs(r); + while condition + if iteration==maxiter + info = 1; + break + end + d = p1(labour,alpha,psi,theta,effstar,kstar); + labour = labour - r/d; + r = p0(labour,alpha,psi,theta,effstar,kstar); + condition = abs(r)>1e-9; + iteration = iteration + 1; + end end \ No newline at end of file diff --git a/tests/estimation/fsdat_simul.m b/tests/estimation/fsdat_simul.m index 159612e57..d4f4a8066 100644 --- a/tests/estimation/fsdat_simul.m +++ b/tests/estimation/fsdat_simul.m @@ -1,828 +1,828 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 - 0.98548204 - 1.0274294 - 1.0141377 - 1.0091174 - 0.96427632 - 1.0083272 - 1.0007882 - 0.99038262 - 1.0031336 - 0.99500213 - 0.98203716 - 0.9889452 - 1.011632 - 0.99451949 - 0.97291047 - 0.98750871 - 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1.4164143 + 1.4283402 + 1.4343939 + 1.4392909 + 1.4406097 + 1.4468355 + 1.4412132 + 1.4305562 + 1.4252445 + 1.4103094 + 1.4059847 + 1.4141106 + 1.4429769 + 1.4489679 + 1.4559263 + 1.4593079 + 1.4627911 + 1.453154 + 1.4416665 + 1.4101485 + 1.4175823 + 1.4266407 - ]; +]; diff --git a/tests/expectations/expectation_ss_old_steadystate.m b/tests/expectations/expectation_ss_old_steadystate.m index 1b230e4b0..bfd46d82a 100644 --- a/tests/expectations/expectation_ss_old_steadystate.m +++ b/tests/expectations/expectation_ss_old_steadystate.m @@ -1,12 +1,12 @@ function [ys_, check_] = expectation_ss_old_steadystate(ys_orig_, exo_) -ys_=zeros(6,1); -global M_ -ys_(4)=0; -ys_(6)=0; -ys_(5)=0.3333333333333333; -ys_(3)=((1/M_.params(1)-(1-M_.params(4)))/(M_.params(3)*ys_(5)^(1-M_.params(3))))^(1/(M_.params(3)-1)); -ys_(1)=ys_(5)^(1-M_.params(3))*ys_(3)^M_.params(3); -ys_(2)=ys_(1)-M_.params(4)*ys_(3); -M_.params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6))); -check_=0; + ys_=zeros(6,1); + global M_ + ys_(4)=0; + ys_(6)=0; + ys_(5)=0.3333333333333333; + ys_(3)=((1/M_.params(1)-(1-M_.params(4)))/(M_.params(3)*ys_(5)^(1-M_.params(3))))^(1/(M_.params(3)-1)); + ys_(1)=ys_(5)^(1-M_.params(3))*ys_(3)^M_.params(3); + ys_(2)=ys_(1)-M_.params(4)*ys_(3); + M_.params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6))); + check_=0; end diff --git a/tests/fataltest.m b/tests/fataltest.m index 1ea213403..a23db4311 100644 --- a/tests/fataltest.m +++ b/tests/fataltest.m @@ -1,4 +1,4 @@ -function fataltest(a,b,n) -if max(max(abs(a)-abs(b))) > 1e-5 +function test(a,b,n) + if max(max(abs(a)-abs(b))) > 1e-5 error(['Test error in test ' int2str(n)]) -end \ No newline at end of file + end \ No newline at end of file diff --git a/tests/fs2000/fsdat_simul.m b/tests/fs2000/fsdat_simul.m index 159612e57..d4f4a8066 100644 --- a/tests/fs2000/fsdat_simul.m +++ b/tests/fs2000/fsdat_simul.m @@ -1,828 +1,828 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 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P_obs =[ - 1 - 0.99948573 - 1.0068249 - 1.0141211 - 1.0073149 - 0.99884398 - 1.0237035 - 1.0349636 - 1.036819 - 1.0247366 - 1.0242391 - 1.0275737 - 1.0065684 - 0.99838346 - 0.97281734 - 0.95346302 - 0.9355791 - 0.9461152 - 0.94338882 - 0.92988921 - 0.9311862 - 0.93529467 - 0.93784681 - 0.91501401 - 0.92360522 - 0.91049302 - 0.90754698 - 0.91365103 - 0.91499228 - 0.92260749 - 0.92533824 - 0.90949431 - 0.91106924 - 0.90594116 - 0.90491334 - 0.9039891 - 0.91060772 - 0.92132842 - 0.91934854 - 0.92268418 - 0.92545127 - 0.91517169 - 0.90513459 - 0.90224212 - 0.87734878 - 0.88013667 - 0.86906494 - 0.84776403 - 0.83895869 - 0.81373437 - 0.78998314 - 0.77594176 - 0.77982695 - 0.77098321 - 0.76538611 - 0.76608075 - 0.77458654 - 0.78354767 - 0.81282389 - 0.83627649 - 0.82873051 - 0.83181309 - 0.83149903 - 0.83551261 - 0.83305985 - 0.84648418 - 0.86195421 - 0.88047436 - 0.90177533 - 0.93232215 - 0.94445051 - 0.9472487 - 0.94786015 - 0.95992178 - 0.95499149 - 0.95788581 - 0.9684288 - 0.97731917 - 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a/tests/fs2000/fsdat_simul_dseries.m b/tests/fs2000/fsdat_simul_dseries.m index 5fa6d19a3..2dd9c2e2d 100644 --- a/tests/fs2000/fsdat_simul_dseries.m +++ b/tests/fs2000/fsdat_simul_dseries.m @@ -7,822 +7,822 @@ NAMES__ = {'P_obs'; 'Y_obs'; 'gp_obs'; 'gy_obs'}; TEX__ = {'P\_obs'; 'Y\_obs'; 'gp\_obs'; 'gy\_obs'}; P_obs = [ - 1 - 0.99948573 - 1.0068249 - 1.0141211 - 1.0073149 - 0.99884398 - 1.0237035 - 1.0349636 - 1.036819 - 1.0247366 - 1.0242391 - 1.0275737 - 1.0065684 - 0.99838346 - 0.97281734 - 0.95346302 - 0.9355791 - 0.9461152 - 0.94338882 - 0.92988921 - 0.9311862 - 0.93529467 - 0.93784681 - 0.91501401 - 0.92360522 - 0.91049302 - 0.90754698 - 0.91365103 - 0.91499228 - 0.92260749 - 0.92533824 - 0.90949431 - 0.91106924 - 0.90594116 - 0.90491334 - 0.9039891 - 0.91060772 - 0.92132842 - 0.91934854 - 0.92268418 - 0.92545127 - 0.91517169 - 0.90513459 - 0.90224212 - 0.87734878 - 0.88013667 - 0.86906494 - 0.84776403 - 0.83895869 - 0.81373437 - 0.78998314 - 0.77594176 - 0.77982695 - 0.77098321 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1.0186953 + 1.0008628 + 1.0113799 + 1.0140118 + 1.0168007 + 1.011441 + 0.98422774 + 0.98909729 + 1.0157859 + 1.0151586 + 0.99756232 + 0.99497777 + 1.0102841 + 1.0221659 + 0.9937759 + 0.99877193 + 1.0079433 + 0.99667692 + 1.0095959 + 1.0128804 + 1.0156949 + 1.0111951 + 1.0228887 + 1.0122083 + 1.0190197 + 1.0074927 + 1.0268096 + 0.99689352 + 0.98948474 + 1.0024938 + 1.0105543 + 1.014116 + 1.0141217 + 1.0056504 + 1.0101026 + 1.0105069 + 0.99619053 + 1.0059439 + 0.99449473 + 0.99482458 + 1.0037702 + 1.0068087 + 0.99575975 + 1.0030815 + 1.0334014 + 0.99879386 + 0.99625634 + NaN + 0.99233844 - ]; +]; diff --git a/tests/fs2000_ssfile_aux.m b/tests/fs2000_ssfile_aux.m index 50a40bcfb..c16bfc96d 100644 --- a/tests/fs2000_ssfile_aux.m +++ b/tests/fs2000_ssfile_aux.m @@ -1,4 +1,4 @@ function [W, e] = fs2000_ssfile_aux(l, n) -W = l/n; -e = 1; + W = l/n; + e = 1; end diff --git a/tests/gsa/data_ca1.m b/tests/gsa/data_ca1.m index ca003056b..c28fae1a2 100644 --- a/tests/gsa/data_ca1.m +++ b/tests/gsa/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... - -0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... - 1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... - 2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... - 1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... - 1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... - 1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... - 1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... - 0.426343657844 3.32719108897 13 1.64214862652 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1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... - 1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... - 1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... - 1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... - 1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... - 0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... - 1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... - 0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... - 0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... - 0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... - -0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... - 0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... - 1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... - 1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... - 0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... - ]; - +-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... +-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... +-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... +-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... +-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... +-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... +1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... +2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... +1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... +1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... +1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... +1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... +0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... +1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... 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1.32438399845 ... +0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ... +0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ... +0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ... +0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ... +0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ... +0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ... +0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ... +1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... +1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... +1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ... +0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ... +0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ... +-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ... +0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ... +0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... +0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... +0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... +1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... +0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... +0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... +1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... +1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... +0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... +1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... +0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... +1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... +1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... +1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... +1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... +1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... +1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... +1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... +0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... +1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... +0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... +0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... +0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... +-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... +0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/kalman/likelihood/compare_kalman_routines.m b/tests/kalman/likelihood/compare_kalman_routines.m index 8650db086..13022bbea 100644 --- a/tests/kalman/likelihood/compare_kalman_routines.m +++ b/tests/kalman/likelihood/compare_kalman_routines.m @@ -187,3 +187,4 @@ else disp(['percentage dev. = ' num2str((LIK3/LIK2-1)*100)]) end end + \ No newline at end of file diff --git a/tests/kalman/likelihood/simul_state_space_model.m b/tests/kalman/likelihood/simul_state_space_model.m index 5cc0e336c..92d3450e0 100644 --- a/tests/kalman/likelihood/simul_state_space_model.m +++ b/tests/kalman/likelihood/simul_state_space_model.m @@ -1,25 +1,25 @@ function observed_data = simul_state_space_model(T,R,Q,mf,nobs,H) -pp = length(mf); -mm = length(T); -rr = length(Q); - -upper_cholesky_Q = chol(Q); -if nargin>5 - upper_cholesky_H = chol(H); -end - -state_data = zeros(mm,1); - -if (nargin==5) - for t = 1:nobs - state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1); - observed_data(:,t) = state_data(mf); + pp = length(mf); + mm = length(T); + rr = length(Q); + + upper_cholesky_Q = chol(Q); + if nargin>5 + upper_cholesky_H = chol(H); end -elseif (nargin==6) - for t = 1:nobs - state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1); - observed_data(:,t) = state_data(mf) + upper_cholesky_H * randn(pp,1); - end -else - error('simul_state_space_model:: I don''t understand what you want!!!') -end \ No newline at end of file + + state_data = zeros(mm,1); + + if (nargin==5) + for t = 1:nobs + state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1); + observed_data(:,t) = state_data(mf); + end + elseif (nargin==6) + for t = 1:nobs + state_data = T*state_data + R* upper_cholesky_Q * randn(rr,1); + observed_data(:,t) = state_data(mf) + upper_cholesky_H * randn(pp,1); + end + else + error('simul_state_space_model:: I don''t understand what you want!!!') + end \ No newline at end of file diff --git a/tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m b/tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m index 112946747..3e442115c 100644 --- a/tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m +++ b/tests/kalman_filter_smoother/compare_results_simulation/fsdat_simul_logged.m @@ -1,830 +1,830 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 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1.344136 + 1.3730377 + 1.3773695 + 1.3754742 + 1.3825964 + 1.3985574 + 1.3861412 + 1.3767823 + 1.3764309 + 1.3678747 + 1.3718554 + 1.3768022 + 1.3617199 + 1.3798267 + 1.3863533 + 1.3905803 + 1.4061004 + 1.4202788 + 1.4313191 + 1.4406155 + 1.4444837 + 1.4367244 + 1.4379653 + 1.4371881 + 1.4243012 + 1.41826 + 1.4133617 + 1.40181 + 1.3965683 + 1.3865729 + 1.3855433 + 1.3755111 + 1.3758609 + 1.3962625 + 1.3994012 + 1.4083656 + 1.4233002 + 1.4037932 + 1.3973604 + 1.4095657 + 1.4095764 + 1.4080055 + 1.4095882 + 1.4108374 + 1.4164143 + 1.4283402 + 1.4343939 + 1.4392909 + 1.4406097 + 1.4468355 + 1.4412132 + 1.4305562 + 1.4252445 + 1.4103094 + 1.4059847 + 1.4141106 + 1.4429769 + 1.4489679 + 1.4559263 + 1.4593079 + 1.4627911 + 1.453154 + 1.4416665 + 1.4101485 + 1.4175823 + 1.4266407 - ]; +]; diff --git a/tests/kalman_filter_smoother/testsmoother.m b/tests/kalman_filter_smoother/testsmoother.m index 3ec1c8cdf..2e633bc23 100644 --- a/tests/kalman_filter_smoother/testsmoother.m +++ b/tests/kalman_filter_smoother/testsmoother.m @@ -9,10 +9,10 @@ Pstar1(1,1) = 0; Pstar1(4,1) = 0; Pstar1(1,4) = 0; [alphahat1,epsilonhat1,etahat1,a11, aK1] = DiffuseKalmanSmootherH1(T,R,Q,H, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); [alphahat2,epsilonhat2,etahat2,a12, aK2] = DiffuseKalmanSmootherH3(T,R,Q,H, ... - Pinf1,Pstar1,Y,trend, ... - pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend, ... + pp,mm,smpl,mf); max(max(abs(alphahat1-alphahat2))) max(max(abs(epsilonhat1-epsilonhat2))) max(max(abs(etahat1-etahat2))) @@ -21,10 +21,10 @@ max(max(abs(aK1-aK2))) return [alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother1(T,R,Q, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); [alphahat2,etahat2,a12, aK2] = DiffuseKalmanSmoother3(T,R,Q, ... - Pinf1,Pstar1,Y,trend, ... - pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend, ... + pp,mm,smpl,mf); max(max(abs(alphahat1-alphahat2))) @@ -35,10 +35,10 @@ max(max(abs(a11-a12))) H = zeros(size(H)); [alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother1(T,R,Q, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); [alphahat2,epsilonhat2,etahat2,a12, aK2] = DiffuseKalmanSmootherH1(T,R,Q,H, ... - Pinf1,Pstar1,Y,trend, ... - pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend, ... + pp,mm,smpl,mf); max(max(abs(alphahat1-alphahat2))) max(max(abs(etahat1-etahat2))) max(max(abs(a11-a12))) @@ -46,9 +46,9 @@ max(max(abs(a11-a12))) [alphahat1,etahat1,a11, aK1] = DiffuseKalmanSmoother3(T,R,Q, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); [alphahat2,epsilonhat2,etahat2,a12, aK2] = DiffuseKalmanSmootherH3(T,R,Q, H, ... - Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); + Pinf1,Pstar1,Y,trend,pp,mm,smpl,mf); max(max(abs(alphahat1-alphahat2))) max(max(abs(etahat1-etahat2))) diff --git a/tests/load_octave_packages.m b/tests/load_octave_packages.m index 62b6e3d3c..886bf644b 100644 --- a/tests/load_octave_packages.m +++ b/tests/load_octave_packages.m @@ -11,11 +11,11 @@ ## 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 . +## +## You should have received a copy of the GNU General Public License +## along with Dynare. If not, see . - pkg load io - pkg load optim - pkg load control - pkg load statistics \ No newline at end of file +pkg load io +pkg load optim +pkg load control +pkg load statistics \ No newline at end of file diff --git a/tests/ls2003/data_ca1.m b/tests/ls2003/data_ca1.m index ca003056b..c28fae1a2 100644 --- a/tests/ls2003/data_ca1.m +++ b/tests/ls2003/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... - -0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... - 1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... - 2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... - 1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... - 1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... - 1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... - 1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... - 0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... - 1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... - 1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ... - 0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ... - 1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ... - 1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ... - -0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ... - 0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ... - 0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ... - -0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ... - 2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ... - 1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ... - 1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ... - 1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ... - 1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ... - 1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ... - 0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ... - 0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ... - 1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ... - 0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ... - 0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ... - 0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ... - 0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ... - -0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ... - -0.644028342116 4.15104788154 13.75 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0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... - 1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... - 0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... - 1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... - 1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... - 1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... - 1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... - 1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... - 1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... - 1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... - 0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... - 1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... - 0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... - 0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... - 0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... - -0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... - 0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... - 1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... - 1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... - 0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... - ]; - +-0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... +-0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... +-0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... +-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... +-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... +-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... +1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... +2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... +1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... +1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... +1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... +1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... +0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... +1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... +1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ... +0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ... +1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ... +1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ... +-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ... +0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ... +0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ... +-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ... +2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ... +1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ... +1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ... +1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ... +1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ... +1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ... +0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ... +0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ... +1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ... +0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ... +0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ... +0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ... +0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ... +-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ... +-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ... +-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ... +-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ... +0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ... +0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ... +0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ... +-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ... +0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ... +0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ... +0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ... +0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ... +0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ... +0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ... +0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ... +1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... +1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... +1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ... +0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ... +0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ... +-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ... +0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ... +0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... +0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... +0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... +1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... +0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... +0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... +1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... +1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... +0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... +1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... +0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... +1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... +1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... +1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... +1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... +1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... +1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... +1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... +0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... +1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... +0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... +0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... +0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... +-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... +0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/measurement_errors/data_ca1.m b/tests/measurement_errors/data_ca1.m index ca003056b..c28fae1a2 100644 --- a/tests/measurement_errors/data_ca1.m +++ b/tests/measurement_errors/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 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5.5 1.5949697565 -0.27115830703 ... +1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... +1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... +1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ... +0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ... +0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ... +-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ... +0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ... +0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... +0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... +0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... +1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... +0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... +0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... +1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... +1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... +0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... +1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... +0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... +1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... +1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... +1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... +1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... +1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... +1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... +1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... +0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... +1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... +0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... +0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... +0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... +-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... +0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m b/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m index f6ad30c85..56c0e4cd5 100644 --- a/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m +++ b/tests/measurement_errors/fs2000_corr_me_ml_mcmc/fsdat_simul.m @@ -1,416 +1,416 @@ % Generated data, used by fs2000.mod gy_obs =[ - 1.0030045 - 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- ]; +]; diff --git a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m index 11a132b64..ce6156c7b 100644 --- a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m +++ b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol3v.m @@ -49,7 +49,7 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free D+ parameters in ith equation in all states. if (nargin==3) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer end @@ -59,10 +59,10 @@ k = kvar*nStates; % Maximum number of lagged and exogenous variables in each eq Qi = zeros(n,n,nvar); % 3rd dim: nvar contemporaneous equations. Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. - % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. - % 0 means no restriction. - % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. - % 1 (only 1) means that the corresponding parameter is restricted to 0. + % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. + % 0 means no restriction. + % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. + % 1 (only 1) means that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -77,47 +77,47 @@ Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. eqninx = 1; nreseqn = 2; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 -1 0 0 - 0 1 0 0 -1 0 - 0 0 1 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 -1 0 0 + 0 1 0 0 -1 0 + 0 0 1 0 0 -1 - 0 0 0 0 1 0 - 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 1 0 + 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 1 0 0 0 0 - 0 0 1 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 1 0 0 0 0 + 0 0 1 0 0 0 - 0 0 0 0 1 0 - 0 0 0 0 0 1 - ]; + 0 0 0 0 1 0 + 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -125,61 +125,61 @@ end eqninx = 2; nreseqn = 1; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 -1 0 0 - 0 1 0 0 -1 0 - 0 0 1 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 -1 0 0 + 0 1 0 0 -1 0 + 0 0 1 0 0 -1 - 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 1 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 1 0 0 0 - 0 0 0 0 0 1 - ]; + 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end - %==== For freely time-varying A+ for only the first 6 lags. - %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. - % nlagsno0 = 6; % Number of lags to be nonzero. - % for si=1:nStates - % for ki = 1:lags-nlagsno0 - % for kj=1:nvar - % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; - % end - % end - % end - %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - % for si=1:nStates-1 - % for ki=[2*nvar+1:kvar-1] - % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - % end - % end + %==== For freely time-varying A+ for only the first 6 lags. + %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. + % nlagsno0 = 6; % Number of lags to be nonzero. + % for si=1:nStates + % for ki = 1:lags-nlagsno0 + % for kj=1:nvar + % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; + % end + % end + % end + %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + % for si=1:nStates-1 + % for ki=[2*nvar+1:kvar-1] + % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + % end + % end end @@ -187,42 +187,42 @@ end eqninx = 3; nreseqn = 0; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 -1 0 0 - 0 1 0 0 -1 0 - 0 0 1 0 0 -1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 -1 0 0 + 0 1 0 0 -1 0 + 0 0 1 0 0 -1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end for ki=1:nvar % initializing loop for each equation - Ui{ki} = null(Qi(:,:,ki)); - Vi{ki} = null(Ri(:,:,ki)); - n0(ki) = size(Ui{ki},2); - np(ki) = size(Vi{ki},2); + Ui{ki} = null(Qi(:,:,ki)); + Vi{ki} = null(Ri(:,:,ki)); + n0(ki) = size(Ui{ki},2); + np(ki) = size(Vi{ki},2); end diff --git a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol4v.m b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol4v.m index 7af810db3..bc3215cde 100644 --- a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol4v.m +++ b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol4v.m @@ -49,7 +49,7 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free D+ parameters in ith equation in all states. if (nargin==3) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer end @@ -59,10 +59,10 @@ k = kvar*nStates; % Maximum number of lagged and exogenous variables in each eq Qi = zeros(n,n,nvar); % 3rd dim: nvar contemporaneous equations. Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. - % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. - % 0 means no restriction. - % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. - % 1 (only 1) means that the corresponding parameter is restricted to 0. + % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. + % 0 means no restriction. + % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. + % 1 (only 1) means that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -77,51 +77,51 @@ Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. eqninx = 1; nreseqn = 3; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 -1 0 0 0 - 0 1 0 0 0 -1 0 0 - 0 0 1 0 0 0 -1 0 - 0 0 0 1 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 -1 0 0 0 + 0 1 0 0 0 -1 0 0 + 0 0 1 0 0 0 -1 0 + 0 0 0 1 0 0 0 -1 - 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 1 0 0 0 0 0 0 - 0 0 1 0 0 0 0 0 - 0 0 0 1 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 1 0 0 0 0 0 0 + 0 0 1 0 0 0 0 0 + 0 0 0 1 0 0 0 0 - 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -129,65 +129,65 @@ end eqninx = 2; nreseqn = 2; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 -1 0 0 0 - 0 1 0 0 0 -1 0 0 - 0 0 1 0 0 0 -1 0 - 0 0 0 1 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 -1 0 0 0 + 0 1 0 0 0 -1 0 0 + 0 0 1 0 0 0 -1 0 + 0 0 0 1 0 0 0 -1 - 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 1 0 0 0 0 0 - 0 0 0 1 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 1 0 0 0 0 0 + 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end - %==== For freely time-varying A+ for only the first 6 lags. - %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. - % nlagsno0 = 6; % Number of lags to be nonzero. - % for si=1:nStates - % for ki = 1:lags-nlagsno0 - % for kj=1:nvar - % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; - % end - % end - % end - %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - % for si=1:nStates-1 - % for ki=[2*nvar+1:kvar-1] - % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - % end - % end + %==== For freely time-varying A+ for only the first 6 lags. + %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. + % nlagsno0 = 6; % Number of lags to be nonzero. + % for si=1:nStates + % for ki = 1:lags-nlagsno0 + % for kj=1:nvar + % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; + % end + % end + % end + %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + % for si=1:nStates-1 + % for ki=[2*nvar+1:kvar-1] + % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + % end + % end end @@ -195,44 +195,44 @@ end eqninx = 3; nreseqn = 1; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 -1 0 0 0 - 0 1 0 0 0 -1 0 0 - 0 0 1 0 0 0 -1 0 - 0 0 0 1 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 -1 0 0 0 + 0 1 0 0 0 -1 0 0 + 0 0 1 0 0 0 -1 0 + 0 0 0 1 0 0 0 -1 - 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 1 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -240,36 +240,36 @@ end eqninx = 4; nreseqn = 0; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 -1 0 0 0 - 0 1 0 0 0 -1 0 0 - 0 0 1 0 0 0 -1 0 - 0 0 0 1 0 0 0 -1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 -1 0 0 0 + 0 1 0 0 0 -1 0 0 + 0 0 1 0 0 0 -1 0 + 0 0 0 1 0 0 0 -1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -324,8 +324,8 @@ end for ki=1:nvar % initializing loop for each equation - Ui{ki} = null(Qi(:,:,ki)); - Vi{ki} = null(Ri(:,:,ki)); - n0(ki) = size(Ui{ki},2); - np(ki) = size(Vi{ki},2); + Ui{ki} = null(Qi(:,:,ki)); + Vi{ki} = null(Ri(:,:,ki)); + n0(ki) = size(Ui{ki},2); + np(ki) = size(Vi{ki},2); end diff --git a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol6v.m b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol6v.m index 932e92745..389109df7 100644 --- a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol6v.m +++ b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol6v.m @@ -49,7 +49,7 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free D+ parameters in ith equation in all states. if (nargin==3) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer end @@ -59,10 +59,10 @@ k = kvar*nStates; % Maximum number of lagged and exogenous variables in each eq Qi = zeros(n,n,nvar); % 3rd dim: nvar contemporaneous equations. Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. - % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. - % 0 means no restriction. - % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. - % 1 (only 1) means that the corresponding parameter is restricted to 0. + % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. + % 0 means no restriction. + % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. + % 1 (only 1) means that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -77,59 +77,59 @@ Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. eqninx = 1; nreseqn = 5; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 1 0 0 0 0 0 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 1 0 0 0 0 0 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 - 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -138,56 +138,56 @@ end eqninx = 2; nreseqn = 4; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -195,70 +195,70 @@ end eqninx = 3; nreseqn = 3; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end - %==== For freely time-varying A+ for only the first 6 lags. - %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. - % nlagsno0 = 6; % Number of lags to be nonzero. - % for si=1:nStates - % for ki = 1:lags-nlagsno0 - % for kj=1:nvar - % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; - % end - % end - % end - %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - % for si=1:nStates-1 - % for ki=[2*nvar+1:kvar-1] - % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - % end - % end + %==== For freely time-varying A+ for only the first 6 lags. + %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. + % nlagsno0 = 6; % Number of lags to be nonzero. + % for si=1:nStates + % for ki = 1:lags-nlagsno0 + % for kj=1:nvar + % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; + % end + % end + % end + %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + % for si=1:nStates-1 + % for ki=[2*nvar+1:kvar-1] + % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + % end + % end end @@ -266,49 +266,49 @@ end eqninx = 4; nreseqn = 2; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 1 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -316,46 +316,46 @@ end eqninx = 5; nreseqn = 1; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 0 1 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 0 1 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -363,38 +363,38 @@ end eqninx = 6; nreseqn = 0; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 -1 0 0 0 0 0 - 0 1 0 0 0 0 0 -1 0 0 0 0 - 0 0 1 0 0 0 0 0 -1 0 0 0 - 0 0 0 1 0 0 0 0 0 -1 0 0 - 0 0 0 0 1 0 0 0 0 0 -1 0 - 0 0 0 0 0 1 0 0 0 0 0 -1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 -1 0 0 0 0 0 + 0 1 0 0 0 0 0 -1 0 0 0 0 + 0 0 1 0 0 0 0 0 -1 0 0 0 + 0 0 0 1 0 0 0 0 0 -1 0 0 + 0 0 0 0 1 0 0 0 0 0 -1 0 + 0 0 0 0 0 1 0 0 0 0 0 -1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -448,8 +448,8 @@ end for ki=1:nvar % initializing loop for each equation - Ui{ki} = null(Qi(:,:,ki)); - Vi{ki} = null(Ri(:,:,ki)); - n0(ki) = size(Ui{ki},2); - np(ki) = size(Vi{ki},2); + Ui{ki} = null(Qi(:,:,ki)); + Vi{ki} = null(Ri(:,:,ki)); + n0(ki) = size(Ui{ki},2); + np(ki) = size(Vi{ki},2); end diff --git a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol7v.m b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol7v.m index eb2e80c69..de818ab90 100644 --- a/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol7v.m +++ b/tests/ms-sbvar/archive-files/ftd_2s_caseall_upperchol7v.m @@ -49,7 +49,7 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free D+ parameters in ith equation in all states. if (nargin==3) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer end @@ -59,10 +59,10 @@ k = kvar*nStates; % Maximum number of lagged and exogenous variables in each eq Qi = zeros(n,n,nvar); % 3rd dim: nvar contemporaneous equations. Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. - % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. - % 0 means no restriction. - % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. - % 1 (only 1) means that the corresponding parameter is restricted to 0. + % Row corresponds to equation with nvar variables for state 1, ..., nvar variables for state nState. + % 0 means no restriction. + % 1 and -1 or any other number means the linear combination of the corresponding parameters is restricted to 0. + % 1 (only 1) means that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -77,63 +77,63 @@ Ri = zeros(k,k,nvar); % 1st and 2nd dims: lagged and exogenous equations. eqninx = 1; nreseqn = 6; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 1 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 1 0 0 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 1 0 0 0 0 0 0 0 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 0 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 1 0 0 0 0 0 0 0 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 0 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 1 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 0 0 0 1 0 0 0 0 0 + 0 0 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -141,60 +141,60 @@ end eqninx = 2; nreseqn = 5; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 1 0 0 0 0 0 0 0 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 1 0 0 0 0 0 0 0 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 1 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 0 0 0 0 1 0 0 0 0 + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_*.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -202,57 +202,57 @@ end eqninx = 3; nreseqn = 4; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 1 0 0 0 0 0 0 0 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 1 0 0 0 0 0 0 0 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 1 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 0 0 0 0 0 1 0 0 0 + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -261,71 +261,71 @@ end eqninx = 4; nreseqn = 3; % Number of linear restrictions for A0(:,eqninx) for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 1 0 0 0 0 0 0 0 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 1 0 0 0 0 0 0 0 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 1 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; + 0 0 0 0 0 0 0 0 0 0 0 1 0 0 + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_3s_case3a.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end - %==== For freely time-varying A+ for only the first 6 lags. - %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. - % nlagsno0 = 6; % Number of lags to be nonzero. - % for si=1:nStates - % for ki = 1:lags-nlagsno0 - % for kj=1:nvar - % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; - % end - % end - % end - %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - % for si=1:nStates-1 - % for ki=[2*nvar+1:kvar-1] - % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - % end - % end + %==== For freely time-varying A+ for only the first 6 lags. + %==== Lagged restrictions: zeros on all lags except the first 6 lags in the MS equation. + % nlagsno0 = 6; % Number of lags to be nonzero. + % for si=1:nStates + % for ki = 1:lags-nlagsno0 + % for kj=1:nvar + % Ri(kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,kvar*(si-1)+nlagsno0*nvar+nvar*(ki-1)+kj,2) = 1; + % end + % end + % end + %**** For constant D+_s except the first two lags and the constant term. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + % for si=1:nStates-1 + % for ki=[2*nvar+1:kvar-1] + % Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + % end + % end end @@ -333,50 +333,50 @@ end eqninx = 5; nreseqn = 2; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 0 1 0 0 0 0 0 0 0 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 0 1 0 0 0 0 0 0 0 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 1 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + 0 0 0 0 0 0 0 0 0 0 0 0 1 0 + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -384,47 +384,47 @@ end eqninx = 6; nreseqn = 1; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:nreseqn*nStates,:,eqninx) = [ - 0 0 0 0 0 0 1 0 0 0 0 0 0 0 + %**** For time-varying A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:nreseqn*nStates,:,eqninx) = [ + 0 0 0 0 0 0 1 0 0 0 0 0 0 0 - 0 0 0 0 0 0 0 0 0 0 0 0 0 1 - ]; - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + 0 0 0 0 0 0 0 0 0 0 0 0 0 1 + ]; + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -432,39 +432,39 @@ end eqninx = 7; nreseqn = 0; % Number of linear restrictions for the equation for each state. if (indxEqnTv_m(eqninx, 2)<=2) - %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. - Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ - 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 - 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 - 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 - 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 - 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 - 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 - 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 - ]; - %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end + %**** For constant A0_s. In the order of [a0j(1),...,a0j(nStates)] for the 2nd dim of Qi. + Qi(1:(nStates-1)*nvar+nreseqn,:,eqninx) = [ + 1 0 0 0 0 0 0 -1 0 0 0 0 0 0 + 0 1 0 0 0 0 0 0 -1 0 0 0 0 0 + 0 0 1 0 0 0 0 0 0 -1 0 0 0 0 + 0 0 0 1 0 0 0 0 0 0 -1 0 0 0 + 0 0 0 0 1 0 0 0 0 0 0 -1 0 0 + 0 0 0 0 0 1 0 0 0 0 0 0 -1 0 + 0 0 0 0 0 0 1 0 0 0 0 0 0 -1 + ]; + %**** For constant D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end else % Time-varying equations at least for A0_s. For D+_s, constant-parameter equations in general. - %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. - if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. - for si=1:nStates-1 - for ki=1:kvar - Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; - end - end - else - error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') - end + %**** For D+_s. In the order of [aj+(1),...,aj+(nStates)] for the 2nd dim of Ri. + if (indxEqnTv_m(eqninx, 2)==3) % For constant D+** except the constant term. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar-1 % -1: no restrictions on the constant term, which is freely time-varying. + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + elseif (indxEqnTv_m(eqninx, 2)==4) % For constant D+**. In the order of [dj**(1),...,dj**(nStates)] for the 2nd dim of Ri. + for si=1:nStates-1 + for ki=1:kvar + Ri(kvar*(si-1)+ki,[kvar*(si-1)+ki si*kvar+ki],eqninx) = [1 -1]; + end + end + else + error('.../ftd_2s_caseall_simszha5v.m: Have not got time to deal with the simple case indxEqnTv_m(eqninx, 2)=5.') + end end @@ -518,8 +518,8 @@ end for ki=1:nvar % initializing loop for each equation - Ui{ki} = null(Qi(:,:,ki)); - Vi{ki} = null(Ri(:,:,ki)); - n0(ki) = size(Ui{ki},2); - np(ki) = size(Vi{ki},2); + Ui{ki} = null(Qi(:,:,ki)); + Vi{ki} = null(Ri(:,:,ki)); + n0(ki) = size(Ui{ki},2); + np(ki) = size(Vi{ki},2); end diff --git a/tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m b/tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m index 2c9f43447..2b24a786a 100644 --- a/tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m +++ b/tests/ms-sbvar/archive-files/ftd_RSvensson_4v.m @@ -1,4 +1,4 @@ -function [Ui,Vi,n0,np,ixmC0Pres] = ftd_RSvensson_4v(lags,nvar,nexo,indxC0Pres) +function [Ui,Vi,n0,np,ixmC0Pres] = ftd_reac_function_4v(lags,nvar,nexo,indxC0Pres) % vlist = [ff+ch fh dpgdp ffr) % % Exporting orthonormal matrices for the deterministic linear restrictions (equation by equation) @@ -50,17 +50,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -75,13 +75,13 @@ Qi(1:3,:,1) = [ 0 1 0 0 0 0 1 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:2,:,2) = [ 0 0 1 0 0 0 0 1 - ]; + ]; %======== The third equation =========== NOTE THAT WE FORBID A %CONTEMPORANEOUS IMPACT OF OUTPUTON PRICES TO AVOID A CONSTRAINT THAT @@ -90,7 +90,7 @@ Qi(1:3,:,3) = [ 1 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== @@ -98,34 +98,34 @@ Qi(1:3,:,3) = [ % Restrictions on the A+ in order to focus strictly on the reaction fucntion % indicates free parameterers X i -% Ap = [ +% Ap = [ % X X X X -% X X X X +% X X X X % -a1 -b1 X X % a1 b1 0 X (1st lag) % X X X X -% X X X X +% X X X X % -a2 -b2 X X % b2 b2 0 X (2nd lag) % X 0 X X -% X X X X +% X X X X % -a3 -b3 X X % a3 a3 0 X (3rd lag) % X X X X -% X X X X +% X X X X % -a4 -b4 X X % a4 b4 0 X (4th lag) % X X X X (constant terms) -% ]; +% ]; k=nvar*lags+nexo; Ri = zeros(k,k,nvar); % constraints on IS curve /conso+corporate investment for nv=1:2 - for ll=1:lags - Ri(ll,3+lags*(ll-1),nv)=1; - Ri(ll,4+lags*(ll-1),nv)=1; - end +for ll=1:lags +Ri(ll,3+lags*(ll-1),nv)=1; +Ri(ll,4+lags*(ll-1),nv)=1; +end end % constraints on IS curve /conso+corporate investment only on the long run @@ -140,15 +140,15 @@ end % constraints on Ph curve / inflation does not react to interest rates for ll=1:lags - Ri(ll,4+lags*(ll-1),3)=1; +Ri(ll,4+lags*(ll-1),3)=1; end for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -159,30 +159,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_cholesky.m b/tests/ms-sbvar/archive-files/ftd_cholesky.m index 7c89c38ea..42126015a 100644 --- a/tests/ms-sbvar/archive-files/ftd_cholesky.m +++ b/tests/ms-sbvar/archive-files/ftd_cholesky.m @@ -47,17 +47,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -69,146 +69,146 @@ Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations %The restrictions considered here are in the following form where X means unrestricted: % A0 = [ % X 0 X X -% 0 X X X -% 0 0 X X -% 0 0 0 X -% ]; -% Ap = [ +% 0 X X X +% 0 0 X X +% 0 0 0 X +% ]; +% Ap = [ % X 0 X X -% 0 X X X +% 0 X X X % 0 0 X X % 0 0 X X (1st lag) % X 0 X X -% 0 X X X +% 0 X X X % 0 0 X X % 0 0 X X (2nd lag) % X 0 X X -% 0 X X X +% 0 X X X % 0 0 X X % 0 0 X X (3rd lag) % X 0 X X -% 0 X X X +% 0 X X X % 0 0 X X % 0 0 X X (4th lag) % 0 X 0 0 (constant terms) -% ]; +% ]; if (0) - %------------------------ Lower triangular A0 ------------------------------ - %======== The first equation =========== + %------------------------ Lower triangular A0 ------------------------------ + %======== The first equation =========== - %======== The second equation =========== - Qi(1:1,:,2) = [ - 1 0 0 0 - ]; + %======== The second equation =========== + Qi(1:1,:,2) = [ + 1 0 0 0 + ]; - %======== The third equation =========== - Qi(1:2,:,3) = [ - 1 0 0 0 - 0 1 0 0 - ]; + %======== The third equation =========== + Qi(1:2,:,3) = [ + 1 0 0 0 + 0 1 0 0 + ]; - %======== The fourth equation =========== - Qi(1:3,:,4) = [ - 1 0 0 0 - 0 1 0 0 - 0 0 1 0 - ]; + %======== The fourth equation =========== + Qi(1:3,:,4) = [ + 1 0 0 0 + 0 1 0 0 + 0 0 1 0 + ]; else - %------------------------ Upper triangular A0 ------------------------------ - %======== The first equation =========== - Qi(2:4,:,1) = [ - 0 1 0 0 - 0 0 1 0 - 0 0 0 1 - ]; + %------------------------ Upper triangular A0 ------------------------------ + %======== The first equation =========== + Qi(2:4,:,1) = [ + 0 1 0 0 + 0 0 1 0 + 0 0 0 1 + ]; - %======== The second equation =========== - Qi([1 3:4],:,2) = [ - 1 0 0 0 - 0 0 1 0 - 0 0 0 1 - ]; + %======== The second equation =========== + Qi([1 3:4],:,2) = [ + 1 0 0 0 + 0 0 1 0 + 0 0 0 1 + ]; - %======== The third equation =========== - Qi(4:4,:,3) = [ - 0 0 0 1 - ]; + %======== The third equation =========== + Qi(4:4,:,3) = [ + 0 0 0 1 + ]; - %======== The fourth equation =========== + %======== The fourth equation =========== end %-------------------------- Lag restrictions. ------------------------------------------ if (1) - %--- Lag restrictions. - indxeqn = 1; %Which equation. - nrestrs = (nvar-1)*lags+1; %Number of restrictions. - vars_restr = [2:nvar]; %Variables that are restricted: id, ik, and y. - blags = zeros(nrestrs,k); %k=nvar*lags+1 - cnt = 0; - for ki = 1:lags - for kj=vars_restr - cnt = cnt+1; - blags(cnt,nvar*(ki-1)+kj) = 1; - end - end - %--- Keep constant zero. - cnt = cnt+1; - blags(cnt,end) = 1; %Constant = 0. - if cnt~=nrestrs - error('Check lagged restrictions in 1st equation!') - end - Ri(1:nrestrs,:,indxeqn) = blags; + %--- Lag restrictions. + indxeqn = 1; %Which equation. + nrestrs = (nvar-1)*lags+1; %Number of restrictions. + vars_restr = [2:nvar]; %Variables that are restricted: id, ik, and y. + blags = zeros(nrestrs,k); %k=nvar*lags+1 + cnt = 0; + for ki = 1:lags + for kj=vars_restr + cnt = cnt+1; + blags(cnt,nvar*(ki-1)+kj) = 1; + end + end + %--- Keep constant zero. + cnt = cnt+1; + blags(cnt,end) = 1; %Constant = 0. + if cnt~=nrestrs + error('Check lagged restrictions in 1st equation!') + end + Ri(1:nrestrs,:,indxeqn) = blags; - %--- Lag restrictions. - indxeqn = 2; %Which equation. - nrestrs = (nvar-1)*lags; %Number of restrictions. - vars_restr = [1 3:nvar]; %Variables that are restricted: id, ik, and y. - blags = zeros(nrestrs,k); %k=nvar*lags+1 - cnt = 0; - for ki = 1:lags - for kj=vars_restr - cnt = cnt+1; - blags(cnt,nvar*(ki-1)+kj) = 1; - end - end - Ri(1:nrestrs,:,indxeqn) = blags; + %--- Lag restrictions. + indxeqn = 2; %Which equation. + nrestrs = (nvar-1)*lags; %Number of restrictions. + vars_restr = [1 3:nvar]; %Variables that are restricted: id, ik, and y. + blags = zeros(nrestrs,k); %k=nvar*lags+1 + cnt = 0; + for ki = 1:lags + for kj=vars_restr + cnt = cnt+1; + blags(cnt,nvar*(ki-1)+kj) = 1; + end + end + Ri(1:nrestrs,:,indxeqn) = blags; - %--- Lag restrictions. - indxeqn = 3; %Which equation. - nrestrs = 1; %Number of restrictions. - blags = zeros(nrestrs,k); - cnt = 0; - %--- Keep constant zero. - cnt = cnt+1; - blags(cnt,end) = 1; %Constant = 0. - if cnt~=nrestrs - error('Check lagged restrictions in 1st equation!') - end - Ri(1:nrestrs,:,indxeqn) = blags; + %--- Lag restrictions. + indxeqn = 3; %Which equation. + nrestrs = 1; %Number of restrictions. + blags = zeros(nrestrs,k); + cnt = 0; + %--- Keep constant zero. + cnt = cnt+1; + blags(cnt,end) = 1; %Constant = 0. + if cnt~=nrestrs + error('Check lagged restrictions in 1st equation!') + end + Ri(1:nrestrs,:,indxeqn) = blags; - %--- Lag restrictions. - indxeqn = 4; %Which equation. - nrestrs = 1; %Number of restrictions. - blags = zeros(nrestrs,k); - cnt = 0; - %--- Keep constant zero. - cnt = cnt+1; - blags(cnt,end) = 1; %Constant = 0. - if cnt~=nrestrs - error('Check lagged restrictions in 1st equation!') - end - Ri(1:nrestrs,:,indxeqn) = blags; + %--- Lag restrictions. + indxeqn = 4; %Which equation. + nrestrs = 1; %Number of restrictions. + blags = zeros(nrestrs,k); + cnt = 0; + %--- Keep constant zero. + cnt = cnt+1; + blags(cnt,end) = 1; %Constant = 0. + if cnt~=nrestrs + error('Check lagged restrictions in 1st equation!') + end + Ri(1:nrestrs,:,indxeqn) = blags; end for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -222,30 +222,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_non_rec_5v.m b/tests/ms-sbvar/archive-files/ftd_non_rec_5v.m index ba328cb3d..e9fbeb409 100644 --- a/tests/ms-sbvar/archive-files/ftd_non_rec_5v.m +++ b/tests/ms-sbvar/archive-files/ftd_non_rec_5v.m @@ -1,4 +1,4 @@ -function [Ui,Vi,n0,np,ixmC0Pres] = ftd_non_rec_5v(lags,nvar,nexo,indxC0Pres) +function [Ui,Vi,n0,np,ixmC0Pres] = ftd_upperchol5v(lags,nvar,nexo,indxC0Pres) % vlist = [127 124 93 141 21]; % 1: GDP; 2: GDP deflator 124 (consumption deflator 79); 3: R; 4: M3 141 (M2 140); 5: exchange rate 21. % varlist={'y', 'P', 'R', 'M3', 'Ex'}; % @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -71,20 +71,20 @@ Qi(1:4,:,1) = [ 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:3,:,2) = [ 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:2,:,3) = [ 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== @@ -99,7 +99,7 @@ Qi(1:3,:,5) = [ 1 0 0 0 0 0 1 0 0 0 0 0 1 0 0 - ]; + ]; @@ -149,10 +149,10 @@ Qi(1:3,:,5) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -163,30 +163,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_simszha5v.m b/tests/ms-sbvar/archive-files/ftd_simszha5v.m index a48168fc6..0a0034a9d 100644 --- a/tests/ms-sbvar/archive-files/ftd_simszha5v.m +++ b/tests/ms-sbvar/archive-files/ftd_simszha5v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -75,30 +75,30 @@ Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations % 0 0 0 0 1 % ]; % Respond to Pcom. Qi(1:3,:,2) = [ - 1 0 0 0 0 - 0 0 0 1 0 - 0 0 0 0 1 - ]; % Not respond to Pcom. + 1 0 0 0 0 + 0 0 0 1 0 + 0 0 0 0 1 + ]; % Not respond to Pcom. %======== The third equation: money demand =========== Qi(1,:,3) = [ - 1 0 0 0 0 - ]; + 1 0 0 0 0 + ]; %======== The fourth equation: y equation =========== Qi(1:4,:,4) = [ - 1 0 0 0 0 - 0 1 0 0 0 - 0 0 1 0 0 - 0 0 0 0 1 - ]; + 1 0 0 0 0 + 0 1 0 0 0 + 0 0 1 0 0 + 0 0 0 0 1 + ]; %======== The fifth equation: p equation =========== Qi(1:3,:,5) = [ - 1 0 0 0 0 - 0 1 0 0 0 - 0 0 1 0 0 - ]; + 1 0 0 0 0 + 0 1 0 0 0 + 0 0 1 0 0 + ]; %===== Lagged restrictions in foreign (Granger causing) block @@ -147,10 +147,10 @@ Qi(1:3,:,5) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -161,30 +161,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol3v.m b/tests/ms-sbvar/archive-files/ftd_upperchol3v.m index 4c221df74..a5c19f79e 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol3v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol3v.m @@ -44,17 +44,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -69,12 +69,12 @@ Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations Qi(1:2,:,1) = [ 0 1 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:1,:,2) = [ 0 0 1 - ]; + ]; %======== The third equation =========== @@ -127,10 +127,10 @@ Qi(1:1,:,2) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -141,30 +141,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol4v.m b/tests/ms-sbvar/archive-files/ftd_upperchol4v.m index db0b9c371..aadac9512 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol4v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol4v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -70,18 +70,18 @@ Qi(1:3,:,1) = [ 0 1 0 0 0 0 1 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:2,:,2) = [ 0 0 1 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:1,:,3) = [ 0 0 0 1 - ]; + ]; %======== The fourth equation =========== @@ -135,10 +135,10 @@ Qi(1:1,:,3) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -149,30 +149,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol5v.m b/tests/ms-sbvar/archive-files/ftd_upperchol5v.m index 948d0c0d1..b41a60c17 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol5v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol5v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -71,26 +71,26 @@ Qi(1:4,:,1) = [ 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:3,:,2) = [ 0 0 1 0 0 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:2,:,3) = [ 0 0 0 1 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== Qi(1:1,:,4) = [ 0 0 0 0 1 - ]; + ]; %======== The fifth equation =========== @@ -144,10 +144,10 @@ Qi(1:1,:,4) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -158,30 +158,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol6v.m b/tests/ms-sbvar/archive-files/ftd_upperchol6v.m index 462704c24..c6560ffd9 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol6v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol6v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -72,7 +72,7 @@ Qi(1:5,:,1) = [ 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:4,:,2) = [ @@ -80,27 +80,27 @@ Qi(1:4,:,2) = [ 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:3,:,3) = [ 0 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== Qi(1:2,:,4) = [ 0 0 0 0 1 0 0 0 0 0 0 1 - ]; + ]; %======== The fifth equation =========== Qi(1:1,:,5) = [ 0 0 0 0 0 1 - ]; + ]; %======== The sixth equation =========== @@ -151,10 +151,10 @@ Qi(1:1,:,5) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -165,30 +165,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/archive-files/ftd_upperchol7v.m b/tests/ms-sbvar/archive-files/ftd_upperchol7v.m index dc7db34ac..d0dc7969c 100644 --- a/tests/ms-sbvar/archive-files/ftd_upperchol7v.m +++ b/tests/ms-sbvar/archive-files/ftd_upperchol7v.m @@ -45,17 +45,17 @@ n0 = zeros(nvar,1); % ith element represents the number of free A0 parameters in np = zeros(nvar,1); % ith element represents the number of free A+ parameters in ith equation if (nargin==2) - nexo = 1; % 1: constant as default where nexo must be a nonnegative integer + nexo = 1; % 1: constant as default where nexo must be a nonnegative integer elseif (nargin==3) - indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. + indxC0Pres = 0; % default is no cross-A0-and-A+ restrictions. end k = lags*nvar+nexo; % maximum number of lagged and exogenous variables in each equation Qi = zeros(nvar,nvar,nvar); % for nvar contemporaneous equations Ri = zeros(k,k,nvar); % for nvar lagged and exogenous equations - % Row corresponds to equation. 0 means no restriction. - % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. + % Row corresponds to equation. 0 means no restriction. + % 1 means exclusion restriction such that the corresponding parameter is restricted to 0. %nfvar = 6; % number of foreign (Granger causing) variables %nhvar = nvar-nfvar; % number of home (affected) variables. @@ -73,7 +73,7 @@ Qi(1:6,:,1) = [ 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The second equation =========== Qi(1:5,:,2) = [ @@ -82,7 +82,7 @@ Qi(1:5,:,2) = [ 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The third equation =========== Qi(1:4,:,3) = [ @@ -90,27 +90,27 @@ Qi(1:4,:,3) = [ 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The fourth equation =========== Qi(1:3,:,4) = [ 0 0 0 0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The fifth equation =========== Qi(1:2,:,5) = [ 0 0 0 0 0 1 0 0 0 0 0 0 0 1 - ]; + ]; %======== The sixth equation =========== Qi(1:1,:,6) = [ 0 0 0 0 0 0 1 - ]; + ]; %======== The seventh equation =========== @@ -161,10 +161,10 @@ Qi(1:1,:,6) = [ for n=1:nvar % initializing loop for each equation - Ui{n} = null(Qi(:,:,n)); - Vi{n} = null(Ri(:,:,n)); - n0(n) = size(Ui{n},2); - np(n) = size(Vi{n},2); + Ui{n} = null(Qi(:,:,n)); + Vi{n} = null(Ri(:,:,n)); + n0(n) = size(Ui{n},2); + np(n) = size(Vi{n},2); end @@ -175,30 +175,30 @@ end %(2)------------------------------------------------------------- % if indxC0Pres - neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. - ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: - % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % 4th: the number s such that f_j(i) = s * a_j(h) holds. - %** 1st equation - ixmC0Pres{1} = [1 2 2 1 - 1 7 1 1]; - %** 2nd equation - ixmC0Pres{2} = [2 2 2 2]; - %** 3rd equation - ixmC0Pres{3} = [3 7 1 1 - 3 2 2 1]; + neq_cres = 3; % the number of equations in which cross-A0-A+ restrictions occur. + ixmC0Pres = cell(neq_cres,1); % in each cell representing equation, we have 4 columns: + % 1st: the jth column (equation) of A+ or A0: f_j or a_j + % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ + % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 + % 4th: the number s such that f_j(i) = s * a_j(h) holds. + %** 1st equation + ixmC0Pres{1} = [1 2 2 1 + 1 7 1 1]; + %** 2nd equation + ixmC0Pres{2} = [2 2 2 2]; + %** 3rd equation + ixmC0Pres{3} = [3 7 1 1 + 3 2 2 1]; - % % 4 columns. - % ncres = 5; % manually key in the number of cross-A0-A+ restrictions +% % 4 columns. +% ncres = 5; % manually key in the number of cross-A0-A+ restrictions - % % 1st: the jth column (equation) of A+ or A0: f_j or a_j - % % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ - % % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 - % % 4th: the number s such that f_j(i) = s * a_j(h) holds. +% % 1st: the jth column (equation) of A+ or A0: f_j or a_j +% % 2nd: the ith element f_j(i) -- the ith element in the jth column of A+ +% % 3rd: the hth element a_j(h) -- the hth element in the jth column of A0 +% % 4th: the number s such that f_j(i) = s * a_j(h) holds. else - ixmC0Pres = NaN; + ixmC0Pres = NaN; end diff --git a/tests/ms-sbvar/data.m b/tests/ms-sbvar/data.m index d8a7c9412..6f738015c 100644 --- a/tests/ms-sbvar/data.m +++ b/tests/ms-sbvar/data.m @@ -1,193 +1,193 @@ sbvar_data = [ - -9.3174834887745916e-003, 1.7994658843431877e-002, 2.5699999999999997e-002; - 7.7668705855149511e-003, 6.0096276044880881e-003, 3.0800000000000001e-002; - -1.9541593158383108e-003, 1.1443694953360728e-002, 3.5799999999999998e-002; - -7.3230760374594084e-003, 1.6080663886388402e-002, 3.9900000000000005e-002; - 5.7366104256297845e-003, 9.6254961625830138e-003, 3.9300000000000002e-002; - -8.3093609995312789e-003, 1.7721697565065142e-002, 3.7000000000000005e-002; - -1.5818734568909143e-002, 1.8802248364432783e-002, 2.9399999999999999e-002; - -3.8114188274117389e-002, 1.7753163941062411e-002, 2.3000000000000000e-002; - -4.1399862204639426e-002, 4.5389998028741996e-003, 2.0000000000000000e-002; - -3.2217707697825837e-002, 7.3753322217300354e-003, 1.7299999999999999e-002; - -2.5646357007195419e-002, 1.0583418386522991e-002, 1.6799999999999999e-002; - -1.4897222570872337e-002, 1.0366269881014523e-002, 2.4000000000000000e-002; - -6.6220480083236666e-003, 2.3042923285839567e-002, 2.4600000000000000e-002; - -5.3027079623060303e-003, 1.0468178907987236e-002, 2.6099999999999998e-002; - -5.7275387773225717e-003, 1.0815248301383029e-002, 2.8500000000000001e-002; - -1.2909019643277730e-002, 1.3963993831495269e-002, 2.9200000000000000e-002; - -9.6082193296807006e-003, 1.1306915202373702e-002, 2.9700000000000001e-002; - -6.9847294194245180e-003, 4.0554812275257479e-003, 2.9600000000000001e-002; - 1.8176103434601742e-003, 7.3752799189321649e-003, 3.3300000000000003e-002; - -4.5038023245602687e-004, 2.3887283546807359e-002, 3.4500000000000003e-002; - 1.1624668564948593e-002, 1.4307761419874110e-002, 3.4599999999999999e-002; - 1.2948656776092804e-002, 1.3154713006571006e-002, 3.4900000000000000e-002; - 1.6160285046599832e-002, 1.9531653948000383e-002, 3.4599999999999999e-002; - 8.4081398395898788e-003, 1.8522230201726275e-002, 3.5799999999999998e-002; - 2.2153370885423129e-002, 1.7709079726716315e-002, 3.9699999999999999e-002; - 2.4844201757035833e-002, 1.7812125625833675e-002, 4.0800000000000003e-002; - 3.4050690186470334e-002, 1.7733161216544779e-002, 4.0700000000000000e-002; - 4.6893307071320223e-002, 2.4854086852623247e-002, 4.1700000000000001e-002; - 5.9972460768834779e-002, 2.4879959563927745e-002, 4.5599999999999995e-002; - 5.2289186415585220e-002, 3.7979469553559353e-002, 4.9100000000000005e-002; - 4.7741188658148914e-002, 3.9049003040727781e-002, 5.4100000000000002e-002; - 4.4667561574096126e-002, 3.5671179948047138e-002, 5.5599999999999997e-002; - 4.2427836565945398e-002, 1.9374879269963063e-002, 4.8200000000000000e-002; - 3.1462874033119093e-002, 2.5309792721300628e-002, 3.9900000000000005e-002; - 2.8437659950142802e-002, 3.7210113920888466e-002, 3.8900000000000004e-002; - 2.5156025048538311e-002, 4.4947363315081201e-002, 4.1700000000000001e-002; - 3.4855619579102992e-002, 4.3766256282161686e-002, 4.7899999999999998e-002; - 4.1146105898716812e-002, 4.5485089147871749e-002, 5.9800000000000006e-002; - 3.7608522339491302e-002, 3.9312213398265738e-002, 5.9400000000000001e-002; - 3.1755688168807694e-002, 5.7147340097736921e-002, 5.9200000000000003e-002; - 3.7547536338742304e-002, 4.0820102882030529e-002, 6.5700000000000008e-002; - 3.0780798807969134e-002, 5.4795099957268389e-002, 8.3299999999999999e-002; - 2.7622883356809069e-002, 5.9674785474016057e-002, 8.9800000000000005e-002; - 1.3687491471252144e-002, 5.1526594947709725e-002, 8.9399999999999993e-002; - 3.0365204590552253e-003, 5.7110106004252703e-002, 8.5699999999999998e-002; - -3.8946120840908094e-003, 5.8310720503999880e-002, 7.8799999999999995e-002; - -3.7031729362304588e-003, 3.2162694194911579e-002, 6.7000000000000004e-002; - -2.2953853215847531e-002, 5.2193859691229916e-002, 5.5700000000000000e-002; - -3.9774834192911612e-003, 6.1343390594280400e-002, 3.8599999999999995e-002; - -6.6430088990969693e-003, 5.4548116487401987e-002, 4.5599999999999995e-002; - -6.9966828696923500e-003, 4.0591135320590110e-002, 5.4699999999999999e-002; - -1.2347397716578001e-002, 3.2276797966984239e-002, 4.7500000000000001e-002; - -2.9473495209533240e-003, 6.7805039825567626e-002, 3.5400000000000001e-002; - 1.2120764500071601e-002, 2.3686434724627725e-002, 4.2999999999999997e-002; - 1.3231348379735053e-002, 3.7187744116042420e-002, 4.7400000000000005e-002; - 2.0987028138604202e-002, 4.7889363970077925e-002, 5.1399999999999994e-002; - 3.7485754706574781e-002, 5.3965548807981989e-002, 6.5400000000000000e-002; - 4.0318879693293397e-002, 6.8340638829176292e-002, 7.8200000000000006e-002; - 2.6218511286559831e-002, 7.8958874043481897e-002, 1.0560000000000000e-001; - 2.6929695576288992e-002, 7.0997794665009550e-002, 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0.493800641801013 + 1.732818354432900 0.308638151751227 0.436587334970866 + 1.709712053275818 0.307294092052731 0.421979569450315 + 1.560777278572816 0.297457158767192 0.322157189475494 + 1.678355925543266 0.305618851041591 0.403484108249424] ; set_dynare_seed('default'); diff --git a/tests/printMakeCheckMatlabErrMsg.m b/tests/printMakeCheckMatlabErrMsg.m index ef9895d85..a72b55401 100644 --- a/tests/printMakeCheckMatlabErrMsg.m +++ b/tests/printMakeCheckMatlabErrMsg.m @@ -1,9 +1,9 @@ function printMakeCheckMatlabErrMsg(modfilename, exception) -fprintf('\n********************************************\n'); -disp('*** DYNARE-TEST-MATLAB ERROR ENCOUNTERED ***'); -disp('********************************************'); -disp([' WHILE RUNNING MODFILE: ' modfilename]); -fprintf('\n'); -disp(getReport(exception)); -fprintf('*************************************\n\n\n'); + fprintf('\n********************************************\n'); + disp('*** DYNARE-TEST-MATLAB ERROR ENCOUNTERED ***'); + disp('********************************************'); + disp([' WHILE RUNNING MODFILE: ' modfilename]); + fprintf('\n'); + disp(getReport(exception)); + fprintf('*************************************\n\n\n'); end diff --git a/tests/printMakeCheckOctaveErrMsg.m b/tests/printMakeCheckOctaveErrMsg.m index b64bb4bb0..84e19d00e 100644 --- a/tests/printMakeCheckOctaveErrMsg.m +++ b/tests/printMakeCheckOctaveErrMsg.m @@ -1,14 +1,14 @@ function printMakeCheckOctaveErrMsg(modfilename, err) -printf("\n"); -printf("********************************************\n"); -printf("*** DYNARE-TEST-OCTAVE ERROR ENCOUNTERED ***\n"); -printf("********************************************\n"); -printf(" WHILE RUNNING MODFILE: %s\n", modfilename); -printf(" MSG: %s\n", err.message); -if (isfield(err, 'stack')) - printf(" IN FILE: %s\n", err.stack(1).file); - printf(" IN FUNCTION: %s\n", err.stack(1).name); - printf(" ON LINE and COLUMN: %d and %d\n",err.stack(1).line,err.stack(1).column); -end -printf("*************************************\n\n\n"); + printf("\n"); + printf("********************************************\n"); + printf("*** DYNARE-TEST-OCTAVE ERROR ENCOUNTERED ***\n"); + printf("********************************************\n"); + printf(" WHILE RUNNING MODFILE: %s\n", modfilename); + printf(" MSG: %s\n", err.message); + if (isfield(err, 'stack')) + printf(" IN FILE: %s\n", err.stack(1).file); + printf(" IN FUNCTION: %s\n", err.stack(1).name); + printf(" ON LINE and COLUMN: %d and %d\n",err.stack(1).line,err.stack(1).column); + end + printf("*************************************\n\n\n"); end diff --git a/tests/recursive/data_ca1.m b/tests/recursive/data_ca1.m index ca003056b..c28fae1a2 100644 --- a/tests/recursive/data_ca1.m +++ b/tests/recursive/data_ca1.m @@ -1,98 +1,98 @@ data = [0.928467646476 11.8716889412 20 0.418037507392 0.227382377518 ... - -0.705994063083 11.7522582094 21.25 1.09254424511 -1.29488274994 ... - -0.511895351926 9.68144025625 17.25 -1.66150408407 0.331508393098 ... - -0.990955971267 10.0890781236 17 1.43016275252 -2.43589670141 ... - -0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... - -0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... - -0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... - 1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... - 2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... - 1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... - 1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... - 1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... - 1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... - 0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... - 1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... - 1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ... - 0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ... - 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... +-0.981233061806 12.1094840679 18.25 2.91293288733 -0.790246576864 ... +-0.882182844512 8.54559460406 15 0.419579139481 0.358729719566 ... +-0.930893002836 6.19238374422 12.5 -1.48847457959 0.739779938797 ... +1.53158206947 2.76544271886 11.5 -0.336216769682 0.455559918769 ... +2.2659052834 5.47418162513 11 0.306436789767 -0.0707985731221 ... +1.05419803797 6.35698426189 11 0.140700250477 0.620401487202 ... +1.20161076793 3.4253301593 11 0.461296492351 0.14354323987 ... +1.73934077971 4.70926070322 11.5 1.35798282982 0.38564694435 ... +1.71735262584 3.54232079749 12.5 2.9097529155 -0.804308583301 ... +0.426343657844 3.32719108897 13 1.64214862652 -1.18214664701 ... +1.67751812324 2.93444727338 11.25 0.344434910651 -1.6529373719 ... +1.37013301099 4.72303361923 11.75 2.61511526582 0.327684243041 ... +0.281231073781 4.4893853071 10.5 1.17043449257 1.12855106649 ... +1.53638992834 3.7325309699 10.25 -0.683947046728 0.11943538737 ... +1.68081431462 3.34729969129 10 1.41159342106 -1.59065680853 ... +-0.343321601133 5.05563513564 12 1.75117366498 -2.40127764642 ... +0.873415608666 3.2779996255 10.25 -1.39895866711 0.0971444398216 ... +0.26399696544 4.78229419828 9.75 0.0914692438124 0.299310457612 ... +-0.562233624818 3.88598638237 9.75 -0.0505384765105 0.332826708151 ... +2.15161914936 3.84859710132 8.75 -3.44811080489 0.789138678784 ... +1.2345093726 5.62225030942 9.5 -0.366945407434 2.32974981198 ... +1.62554967459 4.24667132831 10 -0.800958371402 0.0293183770935 ... +1.33035402527 2.75248979249 9.75 -0.855723113225 0.852493939813 ... +1.52078814077 3.53415985826 9.75 -3.37963469203 -1.05133958119 ... +1.16704983697 4.92754079464 10.75 -3.0142303324 0.459907431978 ... +0.277213572101 4.55532133037 11.75 -0.851995599415 2.03242034852 ... +0.842215068977 3.11164509647 12.25 -1.08290421696 0.014323281961 ... +1.05325028606 4.92882647578 13.5 -1.1953883867 0.706764750654 ... +0.453051253568 6.82998950103 13.5 0.111803656462 0.088462593153 ... +0.199885995525 5.82643354662 13.5 -0.920501518421 -0.26504958666 ... +0.137907999624 2.66076369132 13.5 -1.17122929812 -0.995642430514 ... +0.721949686709 5.70497876823 14.25 1.19378169018 -1.10644839651 ... +-0.418465249225 3.75861110232 14.75 -1.03131674824 0.188507675831 ... +-0.644028342116 4.15104788154 13.75 -1.48911756546 0.204560913792 ... +-0.848213852668 5.65580324027 12.75 0.677011703877 -0.849628054542 ... +-1.51954076928 11.4866911266 11.25 -0.446024680774 -0.456342350765 ... +0.265275055215 2.85472749592 9.75 -0.598778202436 -0.907311640831 ... +0.356162529063 2.29614015658 9.5 -0.46820788432 -1.22130883441 ... +0.368308864363 -0.539083504685 8 -0.781333991956 0.374007246518 ... +-0.145751412732 1.61507621789 8.25 3.68291932628 1.32438399845 ... +0.285457283664 2.14334055993 7 1.42819405379 -0.00818660844123 ... +0.372390129412 1.60000213334 6.25 0.626106424052 -0.10136772765 ... +0.382720203063 1.72614243263 7.25 4.89631941021 -1.10060711916 ... +0.737957515573 2.90430582851 6 -0.0422721010314 0.4178952497 ... +0.649532581668 0.657135682543 6 0.692066153971 0.422299120276 ... +0.627159201987 1.70352689913 5.75 2.62066711305 -1.29237304034 ... +0.905441299817 1.95663197267 5.5 1.5949697565 -0.27115830703 ... +1.49322577898 -2.08741765309 6.25 1.23027694802 0.418336889527 ... +1.48750731567 -1.57274121871 8 3.01660550994 -0.893958254365 ... +1.39783858087 2.22623066426 7 -0.80842319214 1.47625453886 ... +0.89274836317 1.30378081742 8 -0.249485058661 0.159871204185 ... +0.920652246088 4.1437741965 9.75 2.8204453623 0.178149239655 ... +-0.00264276644799 3.07989972052 8.75 -2.56342461535 2.105998353 ... +0.0198190461681 0.766283759256 8 -1.15838865989 1.56888883418 ... +0.440050515311 0.127570085801 7.5 0.0400753569995 0.028914333532 ... +0.129536637901 1.78174141526 6.75 0.959943962785 0.307781224401 ... +0.398549827172 3.03606770667 6.5 -0.340209794742 0.100979469478 ... +1.17174775425 0.629625188037 5.75 0.403003686814 0.902394579377 ... +0.991163981251 2.50862910684 4.75 -1.44963996982 1.16150986945 ... +0.967603566096 2.12003739013 4.75 0.610846030775 -0.889994896068 ... +1.14689383604 1.24185011459 4.75 2.01098091308 -1.73846431001 ... +1.32593824054 0.990713820685 4.75 -0.0955142989332 -0.0369257308362 ... +0.861135002644 -0.24744943605 6 1.72793107135 -0.691506789639 ... +1.26870850151 2.09844764887 6.5 1.50720217572 -1.31399187077 ... +0.260364987715 1.10650139716 6.5 1.13659047496 0.0720441664643 ... +1.09731242214 0.490796381346 7.25 4.59123894147 -2.14073070763 ... +1.63792841781 0.612652594286 6.75 1.79604605035 -0.644363995357 ... +1.48465576034 0.978295808687 6.75 -2.00753620902 1.39437534964 ... +1.0987608663 4.25212569087 6.25 -2.58901196498 2.56054320803 ... +1.42592178132 2.76984518311 6.25 0.888195752358 1.03114549274 ... +1.52958239462 1.31795955491 6.5 -0.902907564082 -0.0952198893776 ... +1.0170168994 2.14733589918 7 -1.3054866978 2.68803738466 ... +0.723253652257 3.43552889347 7.5 1.8213700853 0.592593586195 ... +1.24720806008 3.87383806577 7.5 0.0522300654168 0.988871238698 ... +0.482531471239 2.67793287032 7.5 2.9693944293 -0.108591166081 ... +0.154056100439 0.927269031704 6.75 0.119222057561 3.30489209451 ... +0.0694865769274 6.65916526788 6.25 0.889014476084 -2.83976849035 ... +-0.121267434867 0.341442615696 5.25 0.323053239216 -3.49289229012 ... +0.726473690375 -3.5423730964 4 2.19149290449 -3.20855054004 ... +1.39271709108 2.63121085718 3.75 0.88406577736 0.75622580197 ... +1.07502077727 5.88578836799 4.25 -2.55088273352 2.89018116374 ... +0.759049251607 4.24703604223 4.5 0.575687665685 -0.388292506167 ... +]; + data = reshape(data,5,86)'; y_obs = data(:,1); pie_obs = data(:,2); R_obs = data(:,3); de = data(:,4); dq = data(:,5); - + %Country: Canada %Sample Range: 1981:2 to 2002:3 %Observations: 86 diff --git a/tests/reporting/ResidTablePage.m b/tests/reporting/ResidTablePage.m index c4e25e305..c283429a0 100644 --- a/tests/reporting/ResidTablePage.m +++ b/tests/reporting/ResidTablePage.m @@ -50,7 +50,7 @@ rep = rep.addTable('title', countryName, ... for i=1:length(seriesNames) if (any(strcmp(countryAbbr, otherThree)) && ... - any(strcmp(seriesNames{i}{1}, notForOtherThree))) || ... + any(strcmp(seriesNames{i}{1}, notForOtherThree))) || ... (any(strcmp(countryAbbr, 'US')) && any(strcmp(seriesNames{i}{1}, notForUS))) || ... (any(strcmp(countryAbbr, firstThree)) && any(strcmp(seriesNames{i}{1}, notForFirstThree))) continue diff --git a/tests/reporting/runDynareReport.m b/tests/reporting/runDynareReport.m index c54691fa2..fe07d3d1c 100644 --- a/tests/reporting/runDynareReport.m +++ b/tests/reporting/runDynareReport.m @@ -202,13 +202,13 @@ rep = rep.addPage('title', {'Jan1 vs Jan2', 'World Oil and Food Prices'}, ... 'titleFormat', {'\large\bfseries', '\large'}); rep = rep.addSection('cols', 1); rep = rep.addParagraph('text', 'Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.', ... - 'cols', 2, ... - 'heading', '\textbf{My First Paragraph Has Two Columns}'); + 'cols', 2, ... + 'heading', '\textbf{My First Paragraph Has Two Columns}'); rep = rep.addSection('cols', 1); rep = rep.addParagraph('text', 'Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat.\newline', ... - 'heading', '\textbf{My Next Paragraphs Only Have One}', ... - 'indent', false); + 'heading', '\textbf{My Next Paragraphs Only Have One}', ... + 'indent', false); rep = rep.addParagraph('text', 'Lorem ipsum dolor sit amet, consectetur adipisicing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.\newline'); rep = rep.addSection('cols', 2); diff --git a/tests/run_all_unitary_tests.m b/tests/run_all_unitary_tests.m index e01aa2950..49ddb307c 100644 --- a/tests/run_all_unitary_tests.m +++ b/tests/run_all_unitary_tests.m @@ -73,14 +73,14 @@ else fid = fopen('run_all_unitary_tests.m.trs', 'w+'); end if length(failedtests) > 0 - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: %d\n', counter); - fprintf(fid,':number-failed-tests: %d\n', length(failedtests)); - fprintf(fid,':list-of-failed-tests: %s\n', failedtests{:}); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: %d\n', counter); + fprintf(fid,':number-failed-tests: %d\n', length(failedtests)); + fprintf(fid,':list-of-failed-tests: %s\n', failedtests{:}); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: %d\n', counter); - fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: %d\n', counter); + fprintf(fid,':number-failed-tests: 0\n'); end fprintf(fid,':elapsed-time: %f\n',0.0); fclose(fid); diff --git a/tests/run_block_byte_tests_matlab.m b/tests/run_block_byte_tests_matlab.m index 8d6d14974..b3e017c56 100644 --- a/tests/run_block_byte_tests_matlab.m +++ b/tests/run_block_byte_tests_matlab.m @@ -29,7 +29,7 @@ addpath([top_test_dir filesep '..' filesep 'matlab']); % Test Dynare Version if ~strcmp(dynare_version(), getenv('DYNARE_VERSION')) - error('Incorrect version of Dynare is being tested') + error('Incorrect version of Dynare is being tested') end % Test block_bytecode/ls2003.mod with various combinations of @@ -134,14 +134,14 @@ delete('wsMat.mat') cd(getenv('TOP_TEST_DIR')); fid = fopen('run_block_byte_tests_matlab.m.trs', 'w+'); if size(failedBlock,2) > 0 - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: %d\n', num_block_tests); - fprintf(fid,':number-failed-tests: %d\n', size(failedBlock,2)); - fprintf(fid,':list-of-failed-tests: %s\n', failedBlock{:}); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: %d\n', num_block_tests); + fprintf(fid,':number-failed-tests: %d\n', size(failedBlock,2)); + fprintf(fid,':list-of-failed-tests: %s\n', failedBlock{:}); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: %d\n', num_block_tests); - fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: %d\n', num_block_tests); + fprintf(fid,':number-failed-tests: 0\n'); end fprintf(fid,':elapsed-time: %f\n', ecput); fclose(fid); diff --git a/tests/run_block_byte_tests_octave.m b/tests/run_block_byte_tests_octave.m index 2b0890783..31f8c66b7 100644 --- a/tests/run_block_byte_tests_octave.m +++ b/tests/run_block_byte_tests_octave.m @@ -27,7 +27,7 @@ addpath([top_test_dir filesep '..' filesep 'matlab']); ## Test Dynare Version if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) - error("Incorrect version of Dynare is being tested") + error("Incorrect version of Dynare is being tested") endif ## Ask gnuplot to create graphics in text mode @@ -42,92 +42,92 @@ num_block_tests = 0; cd([top_test_dir filesep 'block_bytecode']); tic; for blockFlag = 0:1 - for bytecodeFlag = 0:1 - default_solve_algo = 2; - default_stack_solve_algo = 0; - if !blockFlag && !bytecodeFlag - solve_algos = 0:4; - stack_solve_algos = [0 6]; - elseif blockFlag && !bytecodeFlag - solve_algos = [0:4 6:8]; - stack_solve_algos = 0:4; - else - solve_algos = 0:8; - stack_solve_algos = 0:5; - endif - - sleep(1) # Workaround for strange race condition related to the _static.m file - - for i = 1:length(solve_algos) - num_block_tests = num_block_tests + 1; - if !blockFlag && !bytecodeFlag && (i == 1) - ## This is the reference simulation path against which all - ## other simulations will be tested - try - old_path = path; - save wsOct - run_ls2003(blockFlag, bytecodeFlag, solve_algos(i), default_stack_solve_algo) - load wsOct - path(old_path); - y_ref = oo_.endo_simul; - save('test.mat','y_ref'); - catch - load wsOct - path(old_path); - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], lasterror); - end_try_catch - else - try - old_path = path; - save wsOct - run_ls2003(blockFlag, bytecodeFlag, solve_algos(i), default_stack_solve_algo) - load wsOct - path(old_path); - ## Test against the reference simulation path - load('test.mat','y_ref'); - diff = oo_.endo_simul - y_ref; - if(abs(diff) > options_.dynatol.x) - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; - differr.message = ["ERROR: simulation path differs from the reference path" ]; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], differr); - endif - catch - load wsOct - e = lasterror(); # The path() command alters the lasterror, because of io package - path(old_path); - lasterror(e); - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], lasterror); - end_try_catch - endif - endfor - for i = 1:length(stack_solve_algos) - num_block_tests = num_block_tests + 1; - try - old_path = path; - save wsOct - run_ls2003(blockFlag, bytecodeFlag, default_solve_algo, stack_solve_algos(i)) - load wsOct - path(old_path); - ## Test against the reference simulation path - load('test.mat','y_ref'); - diff = oo_.endo_simul - y_ref; - if(abs(diff) > options_.dynatol.x) - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')']; - differr.message = ["ERROR: simulation path differs from the reference path" ]; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')'], differr); + for bytecodeFlag = 0:1 + default_solve_algo = 2; + default_stack_solve_algo = 0; + if !blockFlag && !bytecodeFlag + solve_algos = 0:4; + stack_solve_algos = [0 6]; + elseif blockFlag && !bytecodeFlag + solve_algos = [0:4 6:8]; + stack_solve_algos = 0:4; + else + solve_algos = 0:8; + stack_solve_algos = 0:5; endif - catch - load wsOct - e = lasterror(); # The path() command alters the lasterror, because of io package - path(old_path); - lasterror(e); - failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')']; - printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')'], lasterror); - end_try_catch + + sleep(1) # Workaround for strange race condition related to the _static.m file + + for i = 1:length(solve_algos) + num_block_tests = num_block_tests + 1; + if !blockFlag && !bytecodeFlag && (i == 1) + ## This is the reference simulation path against which all + ## other simulations will be tested + try + old_path = path; + save wsOct + run_ls2003(blockFlag, bytecodeFlag, solve_algos(i), default_stack_solve_algo) + load wsOct + path(old_path); + y_ref = oo_.endo_simul; + save('test.mat','y_ref'); + catch + load wsOct + path(old_path); + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], lasterror); + end_try_catch + else + try + old_path = path; + save wsOct + run_ls2003(blockFlag, bytecodeFlag, solve_algos(i), default_stack_solve_algo) + load wsOct + path(old_path); + ## Test against the reference simulation path + load('test.mat','y_ref'); + diff = oo_.endo_simul - y_ref; + if(abs(diff) > options_.dynatol.x) + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; + differr.message = ["ERROR: simulation path differs from the reference path" ]; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], differr); + endif + catch + load wsOct + e = lasterror(); # The path() command alters the lasterror, because of io package + path(old_path); + lasterror(e); + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')']; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(solve_algos(i)) ',' num2str(default_stack_solve_algo) ')'], lasterror); + end_try_catch + endif + endfor + for i = 1:length(stack_solve_algos) + num_block_tests = num_block_tests + 1; + try + old_path = path; + save wsOct + run_ls2003(blockFlag, bytecodeFlag, default_solve_algo, stack_solve_algos(i)) + load wsOct + path(old_path); + ## Test against the reference simulation path + load('test.mat','y_ref'); + diff = oo_.endo_simul - y_ref; + if(abs(diff) > options_.dynatol.x) + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')']; + differr.message = ["ERROR: simulation path differs from the reference path" ]; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')'], differr); + endif + catch + load wsOct + e = lasterror(); # The path() command alters the lasterror, because of io package + path(old_path); + lasterror(e); + failedBlock{size(failedBlock,2)+1} = ['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')']; + printMakeCheckOctaveErrMsg(['block_bytecode' filesep 'run_ls2003.m(' num2str(blockFlag) ',' num2str(bytecodeFlag) ',' num2str(default_solve_algo) ',' num2str(stack_solve_algos(i)) ')'], lasterror); + end_try_catch + endfor endfor - endfor endfor ecput = toc; delete('wsOct'); diff --git a/tests/run_m_script.m b/tests/run_m_script.m index 09840efca..f40fc242c 100644 --- a/tests/run_m_script.m +++ b/tests/run_m_script.m @@ -22,31 +22,31 @@ top_test_dir = getenv('TOP_TEST_DIR'); cd(directory); try - mscript; - testFailed = false; + mscript; + testFailed = false; catch exception - printMakeCheckMatlabErrMsg(strtok(getenv('FILESTEM')), exception); - testFailed = true; + printMakeCheckMatlabErrMsg(strtok(getenv('FILESTEM')), exception); + testFailed = true; end cd(top_test_dir); name = strtok(getenv('FILESTEM')); fid = fopen([name '.m.tls'], 'w'); if fid < 0 - wd = pwd - filestep = getenv('FILESTEM') - error(['ERROR: problem opening file ' name '.m.tls for writing....']); + wd = pwd + filestep = getenv('FILESTEM') + error(['ERROR: problem opening file ' name '.m.tls for writing....']); end if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']); end fclose(fid); exit; \ No newline at end of file diff --git a/tests/run_o_script.m b/tests/run_o_script.m index 723df2e1b..3edba0582 100644 --- a/tests/run_o_script.m +++ b/tests/run_o_script.m @@ -11,42 +11,42 @@ ## 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 . +## +## You should have received a copy of the GNU General Public License +## along with Dynare. If not, see . - load_octave_packages +load_octave_packages - top_test_dir = getenv('TOP_TEST_DIR'); - [mfile, name] = strtok(getenv('FILESTEM')); +top_test_dir = getenv('TOP_TEST_DIR'); +[mfile, name] = strtok(getenv('FILESTEM')); - [directory, mscript, ext] = fileparts([top_test_dir '/' mfile]); - cd(directory); +[directory, mscript, ext] = fileparts([top_test_dir '/' mfile]); +cd(directory); - try - mscript; - testFailed = false; - catch - printMakeCheckOctaveErrMsg(getenv('FILESTEM'), lasterror); - testFailed = true; - end_try_catch +try + mscript; + testFailed = false; +catch + printMakeCheckOctaveErrMsg(getenv('FILESTEM'), lasterror); + testFailed = true; +end_try_catch - cd(top_test_dir); - name = strtok(getenv('FILESTEM')); - fid = fopen([name '.o.tls'], 'w+'); - if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']); - else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']); - end - fclose(fid); +cd(top_test_dir); +name = strtok(getenv('FILESTEM')); +fid = fopen([name '.o.tls'], 'w+'); +if testFailed + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: %s\n', [name '.m']); +else + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: %s\n', [name '.m']); +end +fclose(fid); - ## Local variables: - ## mode: Octave - ## End: +## Local variables: +## mode: Octave +## End: diff --git a/tests/run_reporting_test_matlab.m b/tests/run_reporting_test_matlab.m index c716aa414..00b3356e7 100644 --- a/tests/run_reporting_test_matlab.m +++ b/tests/run_reporting_test_matlab.m @@ -21,7 +21,7 @@ addpath([top_test_dir filesep '..' filesep 'matlab']); % Test Dynare Version if ~strcmp(dynare_version(), getenv('DYNARE_VERSION')) - error('Incorrect version of Dynare is being tested') + error('Incorrect version of Dynare is being tested') end % To add default directories, empty dseries objects @@ -44,15 +44,15 @@ end cd(getenv('TOP_TEST_DIR')); fid = fopen('run_reporting_test_matlab.m.trs', 'w+'); if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: run_reporting_test_matlab.m\n'); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: run_reporting_test_matlab.m\n'); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: run_reporting_test_matlab.m\n'); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: run_reporting_test_matlab.m\n'); end fprintf(fid,':elapsed-time: %f\n',0.0); fclose(fid); diff --git a/tests/run_reporting_test_octave.m b/tests/run_reporting_test_octave.m index abcee07a3..a992b9a46 100644 --- a/tests/run_reporting_test_octave.m +++ b/tests/run_reporting_test_octave.m @@ -11,58 +11,58 @@ ## 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 . +## +## You should have received a copy of the GNU General Public License +## along with Dynare. If not, see . - load_octave_packages +load_octave_packages - top_test_dir = getenv('TOP_TEST_DIR'); - addpath(top_test_dir); - addpath([top_test_dir filesep '..' filesep 'matlab']); +top_test_dir = getenv('TOP_TEST_DIR'); +addpath(top_test_dir); +addpath([top_test_dir filesep '..' filesep 'matlab']); - ## Test Dynare Version - if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) - error("Incorrect version of Dynare is being tested") - endif +## Test Dynare Version +if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) + error("Incorrect version of Dynare is being tested") +endif - ## Ask gnuplot to create graphics in text mode - ## Note that setenv() was introduced in Octave 3.0.2, for compatibility - ## with MATLAB - putenv("GNUTERM", "dumb") +## Ask gnuplot to create graphics in text mode +## Note that setenv() was introduced in Octave 3.0.2, for compatibility +## with MATLAB +putenv("GNUTERM", "dumb") - ## To add default directories, empty dseries objects - dynare_config([], 0); +## To add default directories, empty dseries objects +dynare_config([], 0); - printf("\n*** TESTING: run_reporting_test_octave.m ***\n"); - try - cd([top_test_dir filesep 'reporting']); - db_a = dseries('db_a.csv'); - db_q = dseries('db_q.csv'); - dc_a = dseries('dc_a.csv'); - dc_q = dseries('dc_q.csv'); - runDynareReport(dc_a, dc_q, db_a, db_q); - testFailed = false; - catch - testFailed = true; - end +printf("\n*** TESTING: run_reporting_test_octave.m ***\n"); +try + cd([top_test_dir filesep 'reporting']); + db_a = dseries('db_a.csv'); + db_q = dseries('db_q.csv'); + dc_a = dseries('dc_a.csv'); + dc_q = dseries('dc_q.csv'); + runDynareReport(dc_a, dc_q, db_a, db_q); + testFailed = false; +catch + testFailed = true; +end - cd(getenv('TOP_TEST_DIR')); - fid = fopen('run_reporting_test_octave.o.trs', 'w+'); - if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: run_reporting_test_octave.m\n'); - else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: run_reporting_test_octave.m\n'); - end - fprintf(fid,':elapsed-time: %f\n',0.0); - fclose(fid); +cd(getenv('TOP_TEST_DIR')); +fid = fopen('run_reporting_test_octave.o.trs', 'w+'); +if testFailed + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: run_reporting_test_octave.m\n'); +else + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: run_reporting_test_octave.m\n'); +end +fprintf(fid,':elapsed-time: %f\n',0.0); +fclose(fid); - ## Local variables: - ## mode: Octave - ## End: +## Local variables: +## mode: Octave +## End: diff --git a/tests/run_test_matlab.m b/tests/run_test_matlab.m index c1922d86e..7727032f7 100644 --- a/tests/run_test_matlab.m +++ b/tests/run_test_matlab.m @@ -21,7 +21,7 @@ addpath([top_test_dir filesep '..' filesep 'matlab']); % Test Dynare Version if ~strcmp(dynare_version(), getenv('DYNARE_VERSION')) - error('Incorrect version of Dynare is being tested') + error('Incorrect version of Dynare is being tested') end % Test MOD files listed in Makefile.am @@ -35,11 +35,11 @@ disp(['*** TESTING: ' modfile ' ***']); tic; save(['wsMat' testfile '.mat']); try - dynare([testfile ext], 'console') - testFailed = false; + dynare([testfile ext], 'console') + testFailed = false; catch exception - printMakeCheckMatlabErrMsg(strtok(getenv('FILESTEM')), exception); - testFailed = true; + printMakeCheckMatlabErrMsg(strtok(getenv('FILESTEM')), exception); + testFailed = true; end top_test_dir = getenv('TOP_TEST_DIR'); [modfile, name] = strtok(getenv('FILESTEM')); @@ -52,20 +52,20 @@ cd(top_test_dir); name = strtok(getenv('FILESTEM')); fid = fopen([name '.m.trs'], 'w'); if fid < 0 - wd = pwd - filestep = getenv('FILESTEM') - error(['ERROR: problem opening file ' name '.m.trs for writing....']); + wd = pwd + filestep = getenv('FILESTEM') + error(['ERROR: problem opening file ' name '.m.trs for writing....']); end if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']); + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']); else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']); + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']); end fprintf(fid,':elapsed-time: %f\n', ecput); fclose(fid); diff --git a/tests/run_test_octave.m b/tests/run_test_octave.m index 21987f11e..4a7854dda 100644 --- a/tests/run_test_octave.m +++ b/tests/run_test_octave.m @@ -11,70 +11,70 @@ ## 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 . +## +## You should have received a copy of the GNU General Public License +## along with Dynare. If not, see . - ## Implementation notes: - ## - ## Before every call to Dynare, the contents of the workspace is saved in - ## 'wsOct', and reloaded after Dynare has finished (this is necessary since - ## Dynare does a 'clear -all'). +## Implementation notes: +## +## Before every call to Dynare, the contents of the workspace is saved in +## 'wsOct', and reloaded after Dynare has finished (this is necessary since +## Dynare does a 'clear -all'). - load_octave_packages +load_octave_packages - top_test_dir = getenv('TOP_TEST_DIR'); - addpath(top_test_dir); - addpath([top_test_dir filesep '..' filesep 'matlab']); +top_test_dir = getenv('TOP_TEST_DIR'); +addpath(top_test_dir); +addpath([top_test_dir filesep '..' filesep 'matlab']); - ## Test Dynare Version - if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) - error("Incorrect version of Dynare is being tested") - endif +## Test Dynare Version +if !strcmp(dynare_version(), getenv("DYNARE_VERSION")) + error("Incorrect version of Dynare is being tested") +endif - ## Ask gnuplot to create graphics in text mode - graphics_toolkit gnuplot; - setenv("GNUTERM", "dumb"); +## Ask gnuplot to create graphics in text mode +graphics_toolkit gnuplot; +setenv("GNUTERM", "dumb"); - ## Test MOD files listed in Makefile.am - name = getenv("FILESTEM"); - [directory, testfile, ext] = fileparts([top_test_dir '/' name]); - cd(directory); +## Test MOD files listed in Makefile.am +name = getenv("FILESTEM"); +[directory, testfile, ext] = fileparts([top_test_dir '/' name]); +cd(directory); - printf("\n*** TESTING: %s ***\n", name); +printf("\n*** TESTING: %s ***\n", name); - tic; - save(['wsOct' testfile '.mat']); - try - dynare([testfile ext]) - testFailed = false; - catch - printMakeCheckOctaveErrMsg(getenv("FILESTEM"), lasterror); - testFailed = true; - end_try_catch - top_test_dir = getenv('TOP_TEST_DIR'); - name = getenv("FILESTEM"); - [directory, testfile, ext] = fileparts([top_test_dir '/' name]); - load(['wsOct' testfile '.mat']); - ecput = toc; - delete(['wsOct' testfile '.mat']); +tic; +save(['wsOct' testfile '.mat']); +try + dynare([testfile ext]) + testFailed = false; +catch + printMakeCheckOctaveErrMsg(getenv("FILESTEM"), lasterror); + testFailed = true; +end_try_catch +top_test_dir = getenv('TOP_TEST_DIR'); +name = getenv("FILESTEM"); +[directory, testfile, ext] = fileparts([top_test_dir '/' name]); +load(['wsOct' testfile '.mat']); +ecput = toc; +delete(['wsOct' testfile '.mat']); - cd(top_test_dir); - fid = fopen([name '.o.trs'], 'w+'); - if testFailed - fprintf(fid,':test-result: FAIL\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 1\n'); - fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']); - else - fprintf(fid,':test-result: PASS\n'); - fprintf(fid,':number-tests: 1\n'); - fprintf(fid,':number-failed-tests: 0\n'); - fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']); - end - fprintf(fid,':elapsed-time: %f\n', ecput); - fclose(fid); +cd(top_test_dir); +fid = fopen([name '.o.trs'], 'w+'); +if testFailed + fprintf(fid,':test-result: FAIL\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 1\n'); + fprintf(fid,':list-of-failed-tests: %s\n', [name '.mod']); +else + fprintf(fid,':test-result: PASS\n'); + fprintf(fid,':number-tests: 1\n'); + fprintf(fid,':number-failed-tests: 0\n'); + fprintf(fid,':list-of-passed-tests: %s\n', [name '.mod']); +end +fprintf(fid,':elapsed-time: %f\n', ecput); +fclose(fid); - ## Local variables: - ## mode: Octave - ## End: +## Local variables: +## mode: Octave +## End: diff --git a/tests/shock_decomposition/fsdat_simul.m b/tests/shock_decomposition/fsdat_simul.m index 159612e57..d4f4a8066 100644 --- a/tests/shock_decomposition/fsdat_simul.m +++ b/tests/shock_decomposition/fsdat_simul.m @@ -1,828 +1,828 @@ gy_obs =[ - 1.0030045 - 0.99990934 - 1.0172778 - 0.99464043 - 1.0253423 - 1.0150215 - 0.97772557 - 0.97832186 - 1.0159561 - 1.0085937 - 1.0102649 - 1.0007604 - 1.0112596 - 1.0163279 - 1.0173204 - 1.0103896 - 1.0006493 - 0.99447124 - 1.0196405 - 1.0089304 - 0.99650737 - 1.0139707 - 0.97865842 - 1.0192225 - 0.99139628 - 1.0141362 - 1.0196612 - 0.97483476 - 0.99686151 - 0.99594464 - 1.0000642 - 1.0172243 - 1.0025773 - 0.97199728 - 1.0217815 - 1.0219949 - 0.99490252 - 1.0190728 - 1.0111337 - 1.0003792 - 0.98969164 - 1.010438 - 1.0216309 - 1.0016671 - 1.0357588 - 0.98803787 - 1.0093457 - 1.0177035 - 0.98548204 - 1.0274294 - 1.0141377 - 1.0091174 - 0.96427632 - 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]; +]; diff --git a/tests/smoother2histval/fsdat_simul.m b/tests/smoother2histval/fsdat_simul.m index ed7853c80..face0f579 100644 --- a/tests/smoother2histval/fsdat_simul.m +++ b/tests/smoother2histval/fsdat_simul.m @@ -1,390 +1,390 @@ gp_obs = [ - 1.0193403 - 1.0345762 - 1.0011701 - 1.0147224 - 1.008392 - 1.0488327 - 1.0153551 - 1.0099775 - 1.0260561 - 1.0172218 - 1.0014374 - 1.0184572 - 1.0179988 - 1.0060339 - 1.0019536 - 0.99179578 - 1.004346 - 1.0345153 - 1.0004432 - 0.98327074 - 1.0007585 - 1.0034378 - 1.010532 - 1.0121367 - 1.0097161 - 1.0166682 - 1.0089513 - 1.0194821 - 1.0192704 - 1.0220258 - 1.020915 - 1.0176156 - 1.0040708 - 1.0157694 - 1.0357484 - 1.0256259 - 1.0240583 - 1.0095152 - 1.0241605 - 1.0115295 - 1.003636 - 1.0222399 - 1.0250969 - 1.0068969 - 1.0009829 - 1.0166179 - 1.0252018 - 1.0211178 - 0.99867851 - 0.99594002 - 0.9908135 - 0.99762919 - 0.99616309 - 1.0058679 - 0.99323315 - 1.0132879 - 0.98718922 - 0.99739822 - 0.97858594 - 0.99128769 - 0.98624299 - 0.98447966 - 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-pi = thetass-1; -en = 1/3; -eR = 1/betta; -y_k = (1/alphha)*(1/betta-1+delta); -ek = en*y_k^(-1/(1-alphha)); -ec = ek*(y_k-delta); -em = ec*(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^(-1/b); -ey = ek*y_k; -Xss = a*ec^(1-b)*(1+(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^((b-1)/b)); -Psi = (1-alphha)*(ey/en)*Xss^((b-phi1)/(1-b))*a*ec^(-b)*(1-en)^eta; -n = log(en); -k = log(ek); -m = log(em); -c = log(ec); -y = log(ey); -R = log(eR); -z = 0; -u = 0; - + + pi = thetass-1; + en = 1/3; + eR = 1/betta; + y_k = (1/alphha)*(1/betta-1+delta); + ek = en*y_k^(-1/(1-alphha)); + ec = ek*(y_k-delta); + em = ec*(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^(-1/b); + ey = ek*y_k; + Xss = a*ec^(1-b)*(1+(a/(1-a))^(-1/b)*((thetass-betta)/thetass)^((b-1)/b)); + Psi = (1-alphha)*(ey/en)*Xss^((b-phi1)/(1-b))*a*ec^(-b)*(1-en)^eta; + n = log(en); + k = log(ek); + m = log(em); + c = log(ec); + y = log(ey); + R = log(eR); + z = 0; + u = 0; + %% end own model equations for iter = 1:length(M_.params) %update parameters set in the file