Commit Graph

9 Commits (2f13d6610d6842adc4a4b448eb45ebd4223967e6)

Author SHA1 Message Date
Sébastien Villemot 49dc997073
Global reindentation of MATLAB code (excluding submodules)
Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
Stéphane Adjemian(Charybdis) b84e3054e3 Various fixes for backward models routines. 2018-03-01 09:29:48 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Scylla) 510eccd965 Fixed routines for backward model simulation (with IRFs and forecasts). 2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla) 9c8f2a90e3 Fixed timming of the innovations when computing confidence bands.
Innovations were hitting the model one period too late.
2017-08-11 11:47:34 +02:00
Stéphane Adjemian (Scylla) 311c794081 Fixed typo. 2017-08-10 14:56:22 +02:00
Stéphane Adjemian (Scylla) e5bbcf41b6 Efficiency change.
find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
Stéphane Adjemian (Charybdis) a1f86b97e2 Allow lags on exogenous variables for backward models forecasts and IRFs.
TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7)
2017-06-14 00:08:14 +02:00
Stéphane Adjemian (Charybdis) b398a65eb9 Added routine for computing unconditional forecasts of a backward looking model.
(cherry picked from commit d93b6b2f15)
2017-06-14 00:05:32 +02:00