Stéphane Adjemia (Scylla)
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cd05b9ba8f
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Cosmetic changes.
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2018-08-22 11:49:30 +02:00 |
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Stéphane Adjemia (Scylla)
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2b6ee881a4
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Efficiency changes.
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2018-08-22 11:49:15 +02:00 |
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Stéphane Adjemia (Scylla)
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ad871c8493
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Added routine to launch all the tests.
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2018-08-21 22:19:59 +02:00 |
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Stéphane Adjemia (Scylla)
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9e9025b677
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Clear structure containing the estimated PAC parameters.
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2018-08-21 22:18:55 +02:00 |
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Stéphane Adjemia (Scylla)
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ecd6cd716f
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Updated examples with new initialization routine for the PAC model.
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2018-08-21 22:17:58 +02:00 |
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Stéphane Adjemia (Scylla)
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442a70e905
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Added missing semicolon.
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2018-08-21 21:56:01 +02:00 |
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Stéphane Adjemia (Scylla)
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4a0b3ffe7e
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Adapted matlab code to new TREND_COMPONENT auxiliary model.
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2018-08-21 21:49:58 +02:00 |
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Stéphane Adjemia (Scylla)
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38b2593e31
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Efficiency changes.
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2018-08-21 21:02:20 +02:00 |
Houtan Bastani
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322682635f
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get_ar_ec_matrices: fix bug in ordering of ec matrix
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2018-08-20 14:58:52 +02:00 |
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Houtan Bastani
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b27267da9b
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get_ar_ec_matrices: changes for introduction of trend_component_model statement
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2018-08-20 10:57:26 +02:00 |
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Houtan Bastani
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7c541b3bba
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preprocessor: submodule update
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2018-08-20 10:52:06 +02:00 |
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Stéphane Adjemia (Scylla)
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7580153599
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Updated preprocessor submodule.
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2018-08-20 09:39:09 +02:00 |
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Stéphane Adjemia (Scylla)
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fd4ca04ecb
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Updated mod files with new interface ({trend_component,var}_model).
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2018-08-17 22:28:06 +02:00 |
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Stéphane Adjemia (Scylla)
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7d6296f7a6
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Fixed bug introduced by 42bba08887.
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2018-08-17 21:42:09 +02:00 |
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Stéphane Adjemia (Scylla)
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d63611bd5f
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Changed paths.
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2018-08-17 21:32:41 +02:00 |
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Stéphane Adjemia (Scylla)
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e50bb1566e
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Updated dseries submodule.
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2018-08-16 16:42:25 +02:00 |
Stéphane Adjemian(Charybdis)
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34186d6447
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Fixed cleanup script.
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2018-08-16 10:11:56 +02:00 |
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Stéphane Adjemian(Charybdis)
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822446c043
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Added missing copyright headers.
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2018-08-15 22:05:47 +02:00 |
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Stéphane Adjemian(Charybdis)
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42bba08887
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Make the code robust to the order of declaration of the estimated parameters.
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2018-08-15 22:03:33 +02:00 |
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Stéphane Adjemian(Charybdis)
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15ad3cebcf
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Fixed indexation bug (last autoregressive parameter was missing).
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2018-08-15 22:03:01 +02:00 |
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Stéphane Adjemian(Charybdis)
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c0d3cfde23
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Merge branch 'master' into ecb-master
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2018-08-14 16:51:35 +02:00 |
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Stéphane Adjemian(Charybdis)
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57c6eaad07
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Updated preprocessor submodule.
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2018-08-14 16:50:30 +02:00 |
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Stéphane Adjemian(Charybdis)
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702e6d4cc7
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Fixed lag number in PAC equation.
The number of autoregressive parameters has to be equal to the number of lags
in the PAC equation.
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2018-08-13 12:41:37 +02:00 |
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Stéphane Adjemian(Charybdis)
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f70712d086
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Merge branch 'master' into ecb-master
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2018-08-13 12:36:40 +02:00 |
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Stéphane Adjemian(Charybdis)
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e1a20dfb92
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Updated preprocessor submodule.
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2018-08-13 12:35:32 +02:00 |
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Stéphane Adjemian(Charybdis)
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8b3ba814c7
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Fixed PAC index for target variable in companion VAR.
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2018-08-10 15:42:13 +02:00 |
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Stéphane Adjemian(Charybdis)
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8a6d23f471
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Merge branch 'master' into ecb-master
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2018-08-10 15:37:26 +02:00 |
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Stéphane Adjemian(Charybdis)
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451385774b
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Cosmetic changes.
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2018-08-10 15:36:41 +02:00 |
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Stéphane Adjemian(Charybdis)
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86445832fd
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Added routine returning true iff a variable is an auxiliary variable.
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2018-08-10 14:52:22 +02:00 |
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Houtan Bastani
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ca9633f79a
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Merge remote-tracking branch 'origin/master' into ecb-master
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2018-08-09 14:08:14 +02:00 |
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Houtan Bastani
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25f19c3d32
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preprocessor: submodule update
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2018-08-09 14:05:23 +02:00 |
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Stéphane Adjemian(Charybdis)
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349cd25b8a
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Added an integration test for VAR_EXPECTATION_MODEL.
+ small cosmetic changes.
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2018-08-09 09:05:39 +02:00 |
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Stéphane Adjemian(Charybdis)
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f8f8ce5120
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Added integration tests for VAR_EXPECTATION_MODEL.
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2018-08-08 22:58:27 +02:00 |
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Stéphane Adjemian(Charybdis)
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c28c8187e8
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Fixed typo.
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2018-08-08 16:23:15 +02:00 |
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Stéphane Adjemian(Charybdis)
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8033b2737e
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Added routines for VAR_EXPECTATION_MODEL.
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2018-08-08 15:53:55 +02:00 |
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Stéphane Adjemian(Charybdis)
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988015e6a3
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Merge branch 'master' into ecb-master
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2018-08-08 15:46:49 +02:00 |
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Stéphane Adjemian(Charybdis)
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1eb9fad16e
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Updated preprocessor submodule.
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2018-08-08 15:45:35 +02:00 |
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Stéphane Adjemian(Charybdis)
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6a5b92ffe7
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Merge branch 'master' into ecb-master
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2018-08-06 21:40:07 +02:00 |
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Stéphane Adjemian(Charybdis)
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447c5f8b96
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Updated preprocessor submodule.
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2018-08-06 21:38:41 +02:00 |
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Stéphane Adjemian(Charybdis)
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c9a38c4de7
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Merge branch 'master' into ecb-master
Fixed conflicts:
- tests/run_block_byte_tests_octave.m
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2018-08-04 21:08:08 +02:00 |
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Stéphane Adjemian(Charybdis)
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5b30ed34ae
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Allow calls to get_companion_matrix routine with only one argument.
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2018-08-04 20:15:52 +02:00 |
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Stéphane Adjemian(Charybdis)
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dc026329a7
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Cosmetic change.
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2018-08-04 20:14:28 +02:00 |
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Stéphane Adjemian(Charybdis)
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28a1d6086d
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Updated preprocessor submodule.
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2018-08-04 20:10:24 +02:00 |
Sébastien Villemot
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13526bcbce
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Octave now has the same graphical waitbar as MATLAB (for MCMC progress)
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2018-08-02 15:33:18 +02:00 |
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Sébastien Villemot
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d03cc56587
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solve_algo=7 and stack_solve_algo=2 are now allowed under Octave
The gmres() function has been implemented (actually since Octave 3.4.1!).
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2018-08-02 15:20:39 +02:00 |
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Sébastien Villemot
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fda021855c
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Fix forecast command with deterministic exogenous and linear option
Closes #1608
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2018-08-02 14:20:51 +02:00 |
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Sébastien Villemot
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b055f63faf
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Update preprocessor submodule
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2018-08-01 19:45:33 +02:00 |
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Stéphane Adjemian(Charybdis)
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f830fb7d53
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Updated dseries submodule.
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2018-07-31 12:55:17 +02:00 |
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Stéphane Adjemian(Charybdis)
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2ffa2b2403
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Merge branch 'master' into ecb-master
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2018-07-30 15:39:55 +02:00 |
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Stéphane Adjemian(Charybdis)
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42e8a779bf
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Updated preprocessor submodule.
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2018-07-30 15:38:13 +02:00 |