Stéphane Adjemian(Charybdis)
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b84e3054e3
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Various fixes for backward models routines.
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2018-03-01 09:29:48 +01:00 |
Stéphane Adjemian (Scylla)
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7be8f10e0e
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Use cells of strings instead of char arrays.
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2018-01-09 22:30:01 +01:00 |
Stéphane Adjemian (Scylla)
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510eccd965
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Fixed routines for backward model simulation (with IRFs and forecasts).
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2017-09-28 10:12:53 +02:00 |
Stéphane Adjemian (Scylla)
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9c8f2a90e3
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Fixed timming of the innovations when computing confidence bands.
Innovations were hitting the model one period too late.
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2017-08-11 11:47:34 +02:00 |
Stéphane Adjemian (Scylla)
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311c794081
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Fixed typo.
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2017-08-10 14:56:22 +02:00 |
Stéphane Adjemian (Scylla)
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e5bbcf41b6
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Efficiency change.
find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
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2017-08-10 13:26:47 +02:00 |
Stéphane Adjemian (Charybdis)
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a1f86b97e2
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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 )
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2017-06-14 00:08:14 +02:00 |
Stéphane Adjemian (Charybdis)
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b398a65eb9
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Added routine for computing unconditional forecasts of a backward looking model.
(cherry picked from commit d93b6b2f15 )
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2017-06-14 00:05:32 +02:00 |