Stéphane Adjemian (Scylla)
|
e001d448b8
|
Return an error if Newton fails when simulating a backward model.
|
2017-09-29 10:29:04 +02:00 |
|
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)
|
c468488575
|
Fixed dimension of exo_simul (always add one row).
|
2017-08-31 14:55:49 +02:00 |
|
Stéphane Adjemian (Scylla)
|
0efff7c185
|
Fixed timing bugs in simulation of backward models with lags on exogenous variables.
|
2017-08-31 11:41:18 +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 (Scylla)
|
637b0b0212
|
Fixed bug (missing 'exact' when calling strmatch).
|
2017-08-10 13:15:06 +02:00 |
|
Stéphane Adjemian (Scylla)
|
44cadbd51b
|
Fixed errors introduced by recent changes in simul_backward_model.
(cherry picked from commit f7399f4d74)
|
2017-07-31 16:31:43 +02:00 |
|
Stéphane Adjemian (Scylla)
|
550a7ad3b1
|
Rewrote backward model inversion routine.
(cherry picked from commit be6b1628d1)
|
2017-07-29 14:16:42 +02:00 |
|
Stéphane Adjemian (Scylla)
|
8e6fd310c3
|
Fixed backward model simulation routines.
(cherry picked from commit 45a14d768d)
|
2017-07-29 14:16:05 +02:00 |
|
Stéphane Adjemian (Scylla)
|
1cd20acd7d
|
Code factorization.
(cherry picked from commit 77b1d14083)
|
2017-07-29 14:12:50 +02:00 |
|
Stéphane Adjemian (Scylla)
|
df1793a499
|
Fixed issue with the size of x (exogenous variables).
(cherry picked from commit ccfd809dd0)
|
2017-07-29 13:47:13 +02:00 |
|
Stéphane Adjemian (Scylla)
|
ce5316a1ec
|
Fixed typo.
(cherry picked from commit b866bd828c)
|
2017-07-29 13:46:29 +02:00 |
|
Stéphane Adjemian (Charybdis)
|
90a239f84b
|
Fixed bug.
Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
|
2017-06-19 17:32:58 +02:00 |
|
Stéphane Adjemian (Charybdis)
|
e7bb0acae8
|
Fixed typo.
|
2017-06-17 08:42:38 +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)
|
4004d8d442
|
Allow for lags in exogenous variables.
(cherry picked from commit b8e2eec878)
|
2017-06-14 00:05:50 +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 |
|
Stéphane Adjemian (Charybdis)
|
cfd82e28e4
|
Added routine computing IRFs of backward looking model.
(cherry picked from commit 647505526a)
|
2017-06-14 00:05:16 +02:00 |
|
Stéphane Adjemian (Charybdis)
|
5570bf1588
|
Moved backward models related routines in specific subfolder.
(cherry picked from commit 214b534b25)
|
2017-06-14 00:01:48 +02:00 |