Commit Graph

25 Commits (master)

Author SHA1 Message Date
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
Sébastien Villemot d9ca83f317
Fix some files which were not UTF-8 encoded 2021-10-01 18:38:26 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Houtan Bastani aceeef876b ols: modify ols-style estimation routines to account for change in 7be8f10e0e 2018-01-12 11:45:50 +01:00
Stéphane Adjemian (Charybdis) 99cb731112 Fixed indentation of matlab files. 2017-06-01 19:43:18 +02:00
Houtan Bastani 9300f49a8e aesthetic fix 2017-05-16 10:12:24 +02:00
Houtan Bastani d7c75e9b75 var_forecast: clean up for loop in var_forecast function 2017-05-11 11:42:24 +02:00
Houtan Bastani e3c12f5094 var_expectation: stop processing if variable used that was not in model 2017-05-04 16:56:50 +02:00
Houtan Bastani d4376c1dfe var_model: fix comments, copyright 2017-05-04 16:32:37 +02:00
Houtan Bastani 63180c9e59 var_model: allow non model-block variables in VAR 2017-05-04 16:15:33 +02:00
Houtan Bastani d8ce2e051d bug: var_expectation: account for cases when a variable is not present in a period in M_.lead_lag_incidence 2017-04-24 14:34:48 +02:00
Michel Juillard b5d131bfa6 VAR: fixed bug where length() is used on character matrix 2017-04-22 10:11:17 +02:00
Houtan Bastani d09ddd9feb use datestr(now) instead of datetime 2017-03-22 09:41:10 +01:00
Houtan Bastani 48acf40c00 var_forecast: clean up writing of var forecast matlab file 2017-03-22 09:41:10 +01:00
Houtan Bastani e205c8813f var_forecast: update writing following change in 9888881d1ccc8d748d1f9cd7f462b5fa30f8bac3 2017-03-22 09:41:10 +01:00
Houtan Bastani d46d107837 var_forecast: fix bug in writing of forecast 2017-03-22 09:41:10 +01:00
Houtan Bastani 20ba99cf94 var_forecast: clean up writing of forecast function 2017-03-22 09:41:10 +01:00
Houtan Bastani 7c28e217e5 var_forecast: cleaner output 2017-03-22 09:41:10 +01:00
Houtan Bastani 19dc4deb9f var_forecast: make calls more efficient 2017-03-22 09:41:10 +01:00
Houtan Bastani df1ef46135 var_forecast: only make one call per var model, regardless of forecast horizon 2017-03-22 09:41:09 +01:00
Houtan Bastani c8f432d2f4 var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts 2017-03-22 09:41:09 +01:00
Houtan Bastani 5e53c7909b var_expectation: create possibility for h-step-ahead forecast 2017-03-22 09:41:09 +01:00
Houtan Bastani 1ae6c9a634 Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
2017-03-22 09:41:09 +01:00
Houtan Bastani 113fbd4866 var_forecast: simplify calculation in function 2017-03-22 09:41:09 +01:00
Houtan Bastani dfce1ece1e var_forecast: create individual .m files for each forecast 2017-03-22 09:41:09 +01:00