Stéphane Adjemian (Ryûk)
f4a7a5430c
Re-implement PAC equations.
...
This commit only introduce new elements in the Dynare language (adding the
possibility to decompose the target into stationary and non stationary
components) and insure that all the former codes (ie without decomposition of
the target) are still working as expected.
2021-11-24 16:40:35 +01:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
c79be57447
Fixed definition of h (PAC expectation reduced form).
2018-11-27 10:05:40 +01:00
4a0b3ffe7e
Adapted matlab code to new TREND_COMPONENT auxiliary model.
2018-08-21 21:49:58 +02:00
822446c043
Added missing copyright headers.
2018-08-15 22:05:47 +02:00
15ad3cebcf
Fixed indexation bug (last autoregressive parameter was missing).
2018-08-15 22:03:01 +02:00
4a9c752fd1
Fixed the definition of a lag polynomial.
2018-07-04 14:57:54 +02:00
27e21acd5a
Adapt h1 formula depending on PAC's auxiliary model (var or vecm).
2018-05-30 18:26:18 +02:00
e8829eab8e
Check that stationary and/or non stationary components exist.
2018-04-26 16:35:32 +02:00
a135c49469
Added routines for PAC expectations.
2018-02-28 15:00:42 +01:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Stéphane Adjemia (Scylla)
Stéphane Adjemian(Charybdis)