Houtan Bastani
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63180c9e59
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var_model: allow non model-block variables in VAR
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2017-05-04 16:15:33 +02:00 |
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Houtan Bastani
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d8ce2e051d
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bug: var_expectation: account for cases when a variable is not present in a period in M_.lead_lag_incidence
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2017-04-24 14:34:48 +02:00 |
Michel Juillard
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b5d131bfa6
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VAR: fixed bug where length() is used on character matrix
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2017-04-22 10:11:17 +02:00 |
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Houtan Bastani
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d09ddd9feb
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use datestr(now) instead of datetime
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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48acf40c00
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var_forecast: clean up writing of var forecast matlab file
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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e205c8813f
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var_forecast: update writing following change in 9888881d1ccc8d748d1f9cd7f462b5fa30f8bac3
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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d46d107837
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var_forecast: fix bug in writing of forecast
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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20ba99cf94
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var_forecast: clean up writing of forecast function
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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7c28e217e5
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var_forecast: cleaner output
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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19dc4deb9f
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var_forecast: make calls more efficient
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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df1ef46135
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var_forecast: only make one call per var model, regardless of forecast horizon
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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c8f432d2f4
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var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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5e53c7909b
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var_expectation: create possibility for h-step-ahead forecast
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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1ae6c9a634
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Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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113fbd4866
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var_forecast: simplify calculation in function
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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dfce1ece1e
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var_forecast: create individual .m files for each forecast
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2017-03-22 09:41:09 +01:00 |