Houtan Bastani
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874ba9a641
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put_in_sur_form: simplify function and make robust to potential future changes in dseries
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2019-02-11 16:36:25 +01:00 |
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Houtan Bastani
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a3867a0b34
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put_in_sur_form: fix bug in cross equation restriction
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2019-02-11 16:32:04 +01:00 |
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Houtan Bastani
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ac171747cd
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sur: clean up error messages
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2019-02-11 15:23:36 +01:00 |
|
Houtan Bastani
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c8d04e93b9
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sur: fix bug in lhssub when param_names was specified and simplify code
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2019-02-11 15:17:10 +01:00 |
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Houtan Bastani
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0352e9025a
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ols style parsing: allow division in node to be subtracted from LHS
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2019-02-06 12:34:13 +01:00 |
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Houtan Bastani
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106976e6d5
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print info about node on error
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2019-02-06 12:16:27 +01:00 |
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Houtan Bastani
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f9239d5347
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remove unnecessary conversion to string
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2019-02-06 12:14:07 +01:00 |
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Houtan Bastani
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de573890b7
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fix bug in handling unary minus node as uminus is not a valid dseries operation
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2019-02-05 19:52:12 +01:00 |
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Houtan Bastani
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8fdf805f1f
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handle case when node is not passed to error function
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2019-02-05 19:36:11 +01:00 |
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Houtan Bastani
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fd09ba1fca
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ols_style parsing: remove regressors that are equal to zero
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2019-02-05 16:38:25 +01:00 |
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Houtan Bastani
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553f1d3068
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fix bug: line argument was being ignored
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2019-02-01 17:05:10 +01:00 |
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Houtan Bastani
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b2fcd86c35
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print parts of model where there are evaluation errors
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2019-02-01 17:05:10 +01:00 |
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Houtan Bastani
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eace56ce49
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use switch statement instead of eval
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2019-02-01 14:28:27 +01:00 |
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Houtan Bastani
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8ddcccf18e
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ols-style parsing: modify parsing to accommodate a larger set of expressions
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2019-02-01 14:25:35 +01:00 |
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Houtan Bastani
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c9423fe3ab
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ols parsing: fix bug in check
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2019-02-01 13:21:59 +01:00 |
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Houtan Bastani
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ff2ca5fc17
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remove unnecessary function
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2019-02-01 12:04:46 +01:00 |
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Houtan Bastani
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f4b8735431
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pooled_ols: only save certain variables oo_ structure when passing back to pooled_fgls
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2019-02-01 11:50:01 +01:00 |
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Houtan Bastani
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0121e709fe
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pooled_ols/pooled_fgls: fix bug in call to function
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2019-02-01 11:45:16 +01:00 |
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Houtan Bastani
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e758d5bdc9
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ols parsing: fix bug: node value is not stored as string in AST
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2019-02-01 11:37:41 +01:00 |
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Houtan Bastani
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1f3e027a09
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fix typo
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2019-02-01 11:12:25 +01:00 |
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Houtan Bastani
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4c64b9108a
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Revert "Revert "handle constant equations in preprocessor""
This reverts commit 850d1dcc95.
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2019-01-30 12:29:33 +01:00 |
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Houtan Bastani
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c544f4a02c
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small improvement
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2019-01-30 12:29:08 +01:00 |
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Houtan Bastani
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850d1dcc95
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Revert "handle constant equations in preprocessor"
This reverts commit bcce997112.
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2019-01-29 00:38:01 +01:00 |
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Houtan Bastani
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bcce997112
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handle constant equations in preprocessor
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2019-01-28 17:56:10 +01:00 |
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Houtan Bastani
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668e641a6a
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create report for SUR estimation
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2019-01-25 18:11:27 +01:00 |
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Houtan Bastani
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6d447f195a
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sur: add model_name option
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2019-01-25 18:11:26 +01:00 |
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Houtan Bastani
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73ea0c2fe3
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fix typo in comment
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2019-01-24 12:42:08 +01:00 |
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Houtan Bastani
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9bc1833a36
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sur: fix bug in returned fitted value
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2019-01-24 12:21:36 +01:00 |
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Houtan Bastani
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ab5a19f08a
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sur: fix bug in check of returned matrices
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2019-01-24 11:38:40 +01:00 |
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Houtan Bastani
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d52ee5d290
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fix comment
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2019-01-24 11:20:39 +01:00 |
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Houtan Bastani
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99d770382b
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change indexing into X.name
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2019-01-23 15:48:46 +01:00 |
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Houtan Bastani
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7632c4f071
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use vobs instead of length(X.name)
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2019-01-23 15:48:46 +01:00 |
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Houtan Bastani
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d1afd56134
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small fixes (comments, argument checks)
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2019-01-22 16:11:03 +01:00 |
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Houtan Bastani
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e1b01d9225
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common parsing: jsonmodel not necessary as tag info is in AST
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2019-01-22 16:10:42 +01:00 |
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Houtan Bastani
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078e1ab99e
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fix bug in ols common parsing routines causing ordering of regressor columns to change
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2019-01-22 15:25:17 +01:00 |
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Houtan Bastani
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9d413e2f8f
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use vobs() instead of length(ds.name)
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2019-01-22 15:23:42 +01:00 |
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Houtan Bastani
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0406a2ae15
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handle zeroed out equations in SUR
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2019-01-21 15:57:11 +01:00 |
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Houtan Bastani
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875381379f
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sur: fix bug in creation of SUR matrices; handle random walk equation regardless of order in model equations
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2019-01-18 15:07:24 +01:00 |
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Houtan Bastani
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cf0d8f319e
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remove extra whitespace
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2019-01-18 14:09:40 +01:00 |
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Houtan Bastani
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3293ff62c1
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handle nested UnaryOpNodes in OLS-style equations
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2019-01-18 11:50:10 +01:00 |
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Houtan Bastani
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0badb00687
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handle AR(1) with no parameter
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2019-01-17 18:57:24 +01:00 |
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Houtan Bastani
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cfd9eff6fb
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simplify common parsing
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2019-01-17 18:06:43 +01:00 |
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Houtan Bastani
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b62ec7dc55
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handle hard-coded constant*variable in AR(1)
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2019-01-17 18:06:36 +01:00 |
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Houtan Bastani
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556b5b6e88
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small change to avoid an extra conditional
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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4dbbdb2c09
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move common dates to parsing function
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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ee8e8c4282
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small simplification
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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0fb88114c1
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rename functions and change error message to be more general is parsing is shared between several different functions
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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bb9418a473
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dyn_ols: only one output from function, remove varargout
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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03eaac8b6d
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make plot_contributions use get_ast_jsonmodel
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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9a61c57102
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remove functions that are no longer used
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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3247b1aa02
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pooled_fgls: fix and update
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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e4dc7c403e
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parse residual information
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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72081e640e
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pooled_ols: fix dates
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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efe0a15e0e
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comment out code
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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9ed97b88c1
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account for potentially differing number of observations per equation when creating SUR matrices
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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a7181a8151
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fix common parsing function to impose same dates per equation
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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3427d93c09
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add comment to function
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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5d80fc903b
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pooled_ols: fix up and use common parsing
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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1e41235b6b
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common parsing: small fixes
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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934a22c3a7
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sur: small fixes
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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f8c0282b01
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sur: fix up and use common code to create matrices
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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d8f26525b0
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olsgibbs: fix up and use common parsing functions
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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a477075825
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ols: further simplifications
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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a35fd291c5
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ols: move json file parsing to a separate file
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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013124eedf
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ols: move parsing to a helper function
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2019-01-16 14:53:18 +01:00 |
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Houtan Bastani
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093dd493d8
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ols: catch unexpected case
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2019-01-16 14:53:18 +01:00 |
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Houtan Bastani
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7d35cb5c5a
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fix typo
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2019-01-14 15:02:32 +01:00 |
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Houtan Bastani
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e8333421e7
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remove unnecessary file
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2019-01-10 10:44:19 +01:00 |
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Houtan Bastani
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44e5a88ddd
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dyn_ols: use AST instead of regex to parse equations
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2018-12-07 19:54:32 +01:00 |
Stéphane Adjemian (Charybdis)
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82187f9d41
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Fixed olsgibbs routine.
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2018-10-06 16:08:28 +02:00 |
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Houtan Bastani
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ee2ad1ee15
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olsgibbs: linear regression with Gibbs sampler
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2018-10-04 17:12:47 +02:00 |
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Houtan Bastani
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62301fa1e9
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dyn_ols: fix typo
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2018-09-14 15:09:31 +02:00 |
Stéphane Adjemian(Charybdis)
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c5ebb2ca30
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Adapted codes to the json files new location.
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2018-07-10 20:15:53 +02:00 |
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Houtan Bastani
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c92cb398a6
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dyn_ols: add parameter indices to oo_
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2018-03-09 13:22:43 +01:00 |
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Houtan Bastani
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dbf84bc93c
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dyn_ols, pooled_sur_common: fix bug in regular expression
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2018-02-23 12:43:32 +01:00 |
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Houtan Bastani
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c6d6a7b01b
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pooled_fgls: fix bug: variable potentially not initialized
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2018-02-22 14:34:43 +01:00 |
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Houtan Bastani
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3b13a8ad48
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Merge branch 'preprocessor_diff' into ecb-master
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2018-02-22 12:53:03 +01:00 |
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Houtan Bastani
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827b8e984c
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dyn_ols: fix bug in adjusted R2
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2018-02-20 15:24:00 +01:00 |
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Houtan Bastani
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b70c8e13b9
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dyn_ols: fix bug in Y when rhs variables were subtracted from lhs
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2018-02-20 14:33:56 +01:00 |
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Houtan Bastani
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afecd9bebb
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small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs
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2018-02-20 10:29:34 +01:00 |
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Houtan Bastani
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32cc4e069b
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preprocessor: pac: change functionality of diff operator
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2018-01-30 11:13:40 +01:00 |
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Houtan Bastani
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42417d992d
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dyn_ols: fix bug in field check
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2018-01-30 10:30:50 +01:00 |
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Houtan Bastani
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01d416da45
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dyn_ols: fix bug in correction of fitted values
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2018-01-29 16:26:46 +01:00 |
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Houtan Bastani
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4bbfb35a6e
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sur: fix bug in printing
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2018-01-29 15:36:56 +01:00 |
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Houtan Bastani
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812dcae89d
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sur: fix bug in parameter indices
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2018-01-29 15:26:28 +01:00 |
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Houtan Bastani
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683c89de43
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SUR: add option to estimate certain parameters
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2018-01-25 15:45:26 +01:00 |
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Houtan Bastani
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21fe74d8e3
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dyn_ols: fix bug in sample range
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2018-01-24 17:27:29 +01:00 |
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Houtan Bastani
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e333f8970d
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fix comments
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2018-01-19 14:41:28 +01:00 |
|
Houtan Bastani
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c9b787f684
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pooled_sur_common: fix error messages
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2018-01-19 12:52:40 +01:00 |
|
Houtan Bastani
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c42311de12
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simplify getEquationsByTags
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2018-01-19 12:51:51 +01:00 |
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Houtan Bastani
|
c17f648b39
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pooled_ols: remove unnecessary call to dbstack
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2018-01-19 11:38:13 +01:00 |
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Houtan Bastani
|
34cf18a96a
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dyn_ols: fix bug in assignment to M_.params
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2018-01-18 17:22:23 +01:00 |
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Houtan Bastani
|
7e4f5abfa5
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dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values
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2018-01-17 17:19:35 +01:00 |
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Houtan Bastani
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ad1d779559
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pooled_ols: only return argument if called from pooled_fgls
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2018-01-17 12:57:58 +01:00 |
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Houtan Bastani
|
b0b75d1c2c
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pooled_ols: simplify calling structure
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2018-01-17 12:50:22 +01:00 |
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Houtan Bastani
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d392738412
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pooled_ols, pooled_fgls: add eqtags option
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2018-01-17 12:45:44 +01:00 |
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Houtan Bastani
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ead8e1011a
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sur, surgibbs: add possibility to select subset of equations
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2018-01-16 18:42:15 +01:00 |
|
Houtan Bastani
|
d5ace05281
|
dyn_ols: take care of trailing underscore when LHS var ends with )
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2018-01-16 16:33:15 +01:00 |
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Houtan Bastani
|
f01210085f
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dyn_ols: control the number of input arguments
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2018-01-16 16:13:38 +01:00 |
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Houtan Bastani
|
aceeef876b
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ols: modify ols-style estimation routines to account for change in 7be8f10e0e
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2018-01-12 11:45:50 +01:00 |
