Stéphane Adjemian (Scylla)
684b6b8c04
Fixed bug in osr.
2014-06-27 18:39:39 +02:00
Stéphane Adjemian (Scylla)
81541ac058
Fixed unitary test.
2014-06-27 18:39:18 +02:00
Stéphane Adjemian (Scylla)
a29a4d0842
Removed unitary test (needs to be fixed).
2014-06-26 16:09:50 +02:00
Stéphane Adjemian (Scylla)
4359eb6dad
Adapted ms sbvar codes (options_.varobs is a row cell array of strings).
2014-06-26 16:07:45 +02:00
Stéphane Adjemian (Scylla)
62e28dac94
Use makedataset in condition forecast routine.
2014-06-26 10:55:54 +02:00
Stéphane Adjemian (Scylla)
03395a7425
Fixed bug. Wrong test on the number of input arguments (because of the new input argument dataset_info in dsge_likelihood).
2014-06-25 14:57:20 +02:00
Stéphane Adjemian (Scylla)
38df13bb92
Fixed bug (options_.varobs is a row cell array of strings).
2014-06-25 14:49:49 +02:00
Stéphane Adjemian (Scylla)
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
Stéphane Adjemian (Scylla)
18eb81da55
Fixed bug in filt_mc_ (gsa) routine (dataset_.dat need to be transposed).
2014-06-25 11:28:49 +02:00
Stéphane Adjemian (Scylla)
904b8025f3
Adapted dynare_sensitivity routine (options_.varobs is a row cell array of strings).
2014-06-25 11:27:12 +02:00
Stéphane Adjemian (Scylla)
b7cf6338db
Adapted evaluate_likelihood routine.
2014-06-23 17:11:01 +02:00
Stéphane Adjemian (Scylla)
06f74c4603
Cosmetic change.
2014-06-23 16:06:58 +02:00
Stéphane Adjemian (Scylla)
800de3fcc9
Fixed bug (varobs is a field of options_).
2014-06-23 16:06:29 +02:00
Stéphane Adjemian (Scylla)
a0907b2e05
Merge branch 'master' into use-dseries
2014-06-23 15:15:48 +02:00
Stéphane Adjemian (Scylla)
40a60e92fa
Fixed bug when loaded m file data is not in the current folder or a subfoler.
2014-06-23 13:54:52 +02:00
Stéphane Adjemian (Scylla)
11f00d041e
Fixed bug (options_.varobs is a row cell array of strings) + Cosmetic changes.
2014-06-23 12:53:39 +02:00
Stéphane Adjemian (Scylla)
195a3f8fff
Fixed bug (missing transposition).
2014-06-23 12:52:44 +02:00
Stéphane Adjemian (Scylla)
d727ba7246
Fixed bug (missing input).
2014-06-23 12:24:36 +02:00
Stéphane Adjemian (Scylla)
0cb1b6795b
Fixed bug in set_prior routine (options_.varobs is a cell array of strings).
2014-06-23 12:24:17 +02:00
Stéphane Adjemian (Scylla)
f6ce89260a
Adapted posterior IRFs routines.
2014-06-23 11:08:48 +02:00
Stéphane Adjemian (Scylla)
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
Michel Juillard
21d40f6123
fixed minor bug in stochastic extended path
2014-06-21 10:06:01 +02:00
Houtan Bastani
6733c83ff5
reporting: add graph option: zeroLineColor
2014-06-20 15:41:11 +02:00
Stéphane Adjemian (Scylla)
91d74fabb3
Cosmetic changes.
2014-06-20 11:57:46 +02:00
Stéphane Adjemian (Scylla)
50e42777b2
Adapted simplex routine.
2014-06-20 11:27:06 +02:00
Stéphane Adjemian (Scylla)
304ea02a53
Adapted newrat routines (adding dataset_info).
2014-06-20 11:21:30 +02:00
Stéphane Adjemian (Scylla)
e4cd72b5b6
Fixed typo.
2014-06-20 11:20:27 +02:00
Stéphane Adjemian (Scylla)
788c528c84
Merge branch 'master' into use-dseries
2014-06-19 18:13:35 +02:00
Stéphane Adjemian (Scylla)
f5c2027e18
Do not impose the equality between the initial period as defined by the set_time command and the date of the initial observation defined in the datafile or dseries object.
2014-06-19 18:02:31 +02:00
Stéphane Adjemian (Scylla)
c4dac88ed2
Added the possibility to redefine the initial date (and implicitly the frequency) when a dseries object is instantiated with the name of a datafile.
2014-06-19 17:59:19 +02:00
Stéphane Adjemian (Scylla)
653f10df72
Added persistent variable in evaluate_smoother routine (dataset_info which describes the distribution of missing data). Changed type of dataset_.
2014-06-19 12:31:35 +02:00
Stéphane Adjemian (Scylla)
7e862ae72a
Fixed bug (forgot some calls to identification_analysis).
2014-06-18 15:37:13 +02:00
Stéphane Adjemian (Charybdis)
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis)
42c4aabdcc
Adapted identification routines.
2014-06-17 12:04:58 +02:00
Stéphane Adjemian (Charybdis)
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
Stéphane Adjemian (Charybdis)
880bb58aef
Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input).
2014-06-17 10:19:07 +02:00
Stéphane Adjemian (Charybdis)
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
Michel Juillard
499967f9a1
adding an option to extended path to control homotopic steps and
...
continue in case of failed case
2014-06-16 14:25:23 +02:00
Michel Juillard
6f9720ff84
removing debug code
2014-06-16 14:24:05 +02:00
Stéphane Adjemian (Charybdis)
7795833add
Fixed bug in dates class constructor (wrong call to length routine).
2014-06-15 19:17:30 +02:00
Stéphane Adjemian (Charybdis)
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
Stéphane Adjemian (Charybdis)
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
Stéphane Adjemian (Charybdis)
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
Stéphane Adjemian (Charybdis)
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
Stéphane Adjemian (Charybdis)
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
Stéphane Adjemian (Charybdis)
955dcab449
Removed init and freq members from dseries class (redundant informations).
...
The frequency and initial date can still be accessed with the usual syntax:
ts.freq
ts.init
It is also possible to get the last date:
ts.last
Added new methods frequency, firstdate and lastdate as alias for ts.dates.freq, ts.dates(1) and ts.dates(end)
2014-06-11 12:22:35 +02:00
Stéphane Adjemian (Charybdis)
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
Stéphane Adjemian (Charybdis)
3606cbc8ed
Added new syntax to remove variables from a dseries object.
...
If ts is a dseries object, then
ts{'Variable_1','Variable_2'} = [];
or
ts{'Variable_@1,2@} = [];
will remove Variable_1 and Variable_2 from ts (if they exist).
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
ff27824b29
Fixed bug related to the initialization of the dseries and dates object (test that the input argument is a string).
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Charybdis)
f0a3d6ad44
Added @dseries/remove method.
2014-06-11 12:22:34 +02:00