0a017dd1bb
var test, add estimation for nkm model, fix plotting
2017-03-22 09:41:10 +01:00
a248d9b51f
doc: add var_model, var_expectation
2017-03-22 09:41:10 +01:00
262cf20f16
Changed isint function.
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To make it consistent with the routine available in the dates toolbox.
2017-03-22 09:41:10 +01:00
f9bf125562
Removed initialization for dates and dseries.
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This is not required with the new oop interface.
2017-03-22 09:41:10 +01:00
b240ced4a8
Changed repositories and branches for submodules.
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Submodules dates and dseries now target the private repositories available at
https://gitlab.com/McModelTeam
We use the new oop syntax with the matla-fame-io submodule in dseries.
2017-03-22 09:41:10 +01:00
48acf40c00
var_forecast: clean up writing of var forecast matlab file
2017-03-22 09:41:10 +01:00
8d1c8f35ae
var_forecast: example with two variables in var
2017-03-22 09:41:10 +01:00
858f26804f
var_forecast test: update following changes
2017-03-22 09:41:10 +01:00
e205c8813f
var_forecast: update writing following change in 9888881d1ccc8d748d1f9cd7f462b5fa30f8bac3
2017-03-22 09:41:10 +01:00
476a8a27cc
preprocessor: add aux var/equation when var_model is of order > max lag of its variables in the model block
2017-03-22 09:41:10 +01:00
dc7fca7ece
var_forecast: use example1 in forecast, add code to use estimation via rfvar3
2017-03-22 09:41:10 +01:00
d46d107837
var_forecast: fix bug in writing of forecast
2017-03-22 09:41:10 +01:00
7c9e54c8b4
var_forecast tests
2017-03-22 09:41:10 +01:00
20ba99cf94
var_forecast: clean up writing of forecast function
2017-03-22 09:41:10 +01:00
7c28e217e5
var_forecast: cleaner output
2017-03-22 09:41:10 +01:00
19dc4deb9f
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
df1ef46135
var_forecast: only make one call per var model, regardless of forecast horizon
2017-03-22 09:41:09 +01:00
4d01f8c975
var_forecast: fix writing in dynamic file
2017-03-22 09:41:09 +01:00
25a2c3bc22
stoi was introduced in C++11. replace with stringstream
2017-03-22 09:41:09 +01:00
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
5e53c7909b
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
1ae6c9a634
Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
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This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
2017-03-22 09:41:09 +01:00
113fbd4866
var_forecast: simplify calculation in function
2017-03-22 09:41:09 +01:00
dfce1ece1e
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
c0629b42f0
var_forecast: fix bugs
2017-03-22 09:41:09 +01:00
173de21aa0
doc bug: fix typo
2017-03-22 09:41:09 +01:00
98a86d341c
var_expectation: first draft
2017-03-22 09:41:09 +01:00
db1c9d655b
change name of coefficients matrix in .mat file
2017-03-22 09:41:09 +01:00
c99aa4aed0
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
b8c5dfa472
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +01:00
121be35aca
Added varexobs in reference manual.
2017-03-22 09:41:09 +01:00
71c0e7f40c
Remove preprocessor warning.
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Do not issue a warning when observed exogenous variables do not appear
in the model.
2017-03-22 09:41:09 +01:00
e1033c76b9
Added declaration of observed exogenous variables.
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With integration test.
2017-03-22 09:41:09 +01:00
5282e737e7
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00
24abebb0b4
doc: correct argumnets to options
2017-03-21 14:35:04 +01:00
4b4ee1cd92
doc: fix typo
2017-03-21 14:27:58 +01:00
30232985ee
doc: fix markups of i.e. and e.g.
2017-03-21 14:15:51 +01:00
e6f5316b99
preprocessor: fix bug introduced in a4eb8d6b91
2017-03-21 14:07:30 +01:00
2a33cd1bb0
doc: fix doc following recent changes
2017-03-21 12:48:11 +01:00
a4eb8d6b91
preprocessor: add init_state option to shock_decomposition
2017-03-21 12:48:11 +01:00
9633f3ab77
Fixed bug introduced in 68b18b04f4.
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Update of EXTRA_DIST was missing.
2017-03-20 22:17:54 +01:00
6d6f850a49
Test the value of oo_.deterministic_simulation.status in tests/deterministic_simulations/*
2017-03-20 16:27:13 +01:00
85fe69b265
Cosmetic change (use logicals).
2017-03-20 11:39:22 +01:00
9abac8ccdb
Store indicator whether smoother was used with loglinear
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Required to keep track of whether estimates were logged. Related to #1407
2017-03-20 11:36:10 +01:00
5424fde74e
metropolis_draw.m: Replace round by ceil to avoid crashes when 0 draws would be used
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(cherry picked from commit 2dc3ad22fdb8fedee7fdd2ed3577978bd8f37324)
2017-03-20 10:19:14 +01:00
dd02aa4c03
Expand reference manual on loglinear.
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Partial cherry-pick of 3fc2e2b967d7c779058922e9f7fd9f688118a2f0 by Johannes Pfeifer.
2017-03-20 10:17:32 +01:00
828df26d71
Makefile.am: Add loglinear as test group
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(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
2017-03-20 09:43:23 +01:00
c7926e250a
Fixed spaces in 750f1d9ff4728216db0df8da69ef59f4d7dc254b.
2017-03-20 09:42:15 +01:00
9adc2e9ca9
makefile: Replace 8 spaces by correct tab
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(cherry picked from commit 750f1d9ff4728216db0df8da69ef59f4d7dc254b)
2017-03-20 09:40:57 +01:00
94ef60556e
Account for loglinear option when reading in M_.endo_histval
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(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
2017-03-20 09:37:58 +01:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer