Commit Graph

15 Commits (master)

Author SHA1 Message Date
Stéphane Adjemian (Argos) a48a03bc67
Bug fix (wrong condition).
Also add comments about the choice for the definition of the linear
combination of the VAR companion variables.

We should test the numbe of output arguments, not the number of input
arguments. This was bug was probably not affecting the outcomes since
the number of input arguments is always greater than 1.
2024-01-29 15:23:03 +01:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
2022-04-13 14:54:25 +02:00
Stéphane Adjemian (Ryûk) f4a7a5430c
Re-implement PAC equations.
This commit only introduce new elements in the Dynare language (adding the
 possibility to decompose the target into stationary and non stationary
 components) and insure that all the former codes (ie without decomposition of
 the target) are still working as expected.
2021-11-24 16:40:35 +01:00
Stéphane Adjemian (Ryûk) f778e3c1ce
Fix growth neutrality correction in PAC equations.
- Force long run levels of the exogenous variables to be zero or g (the BGP growth rate of the LHS endogenous variable).
- Fix the correction of the correction for the share λ (aak γ).
- Provisions for the case where the long run level of the exogenous variable is
different from 0 or g (see tmp1 and ll which should be added to the growth
neutrality correction as a constant).

(cherry picked from commit a4423d734e1df1d4ee09c7225d7fd610e0d94cd1)
2021-10-21 10:19:23 +02:00
Sébastien Villemot b60607a5b3
Fix spurious warning at startup under Octave about +pac/+bgp/{get,set}.m
This is a workaround for Octave bug 46849. It complements commit
4c0b2e8c4e.

The workaround consists in moving the two problematic files to a subfolder
which is not in the path at startup. They will be added to the path later, at a
time when the Octave:shadowed-function warning has already been disabled by
warning_config.m.

Closes: #1817
2021-09-21 15:19:06 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Charybdis) 2eb793a1f9 Added routine returning the equation tag of a PAC equation.
This routine is to be used to programatically search results under
oo_.pac.

For instance, if one wants to display the R² associated to the
estimation of the PAC equation named `zpac`, where the PAC model name
is `pacman`:

oo_.pac.pacman.equations.(geteqtag('zpac', 'pacman', M_)).R2
2019-10-28 17:58:12 +01:00
Stéphane Adjemia (Scylla) c79be57447
Fixed definition of h (PAC expectation reduced form). 2018-11-27 10:05:40 +01:00
Stéphane Adjemia (Scylla) 4a0b3ffe7e Adapted matlab code to new TREND_COMPONENT auxiliary model. 2018-08-21 21:49:58 +02:00
Stéphane Adjemian(Charybdis) 822446c043 Added missing copyright headers. 2018-08-15 22:05:47 +02:00
Stéphane Adjemian(Charybdis) 15ad3cebcf Fixed indexation bug (last autoregressive parameter was missing). 2018-08-15 22:03:01 +02:00
Stéphane Adjemian(Charybdis) 4a9c752fd1 Fixed the definition of a lag polynomial. 2018-07-04 14:57:54 +02:00
Stéphane Adjemian(Charybdis) 27e21acd5a Adapt h1 formula depending on PAC's auxiliary model (var or vecm). 2018-05-30 18:26:18 +02:00
Stéphane Adjemian(Charybdis) e8829eab8e Check that stationary and/or non stationary components exist. 2018-04-26 16:35:32 +02:00
Stéphane Adjemian (Charybdis) a135c49469 Added routines for PAC expectations. 2018-02-28 15:00:42 +01:00