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 |
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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 |
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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 |
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Stéphane Adjemian (Scylla)
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637b0b0212
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Fixed bug (missing 'exact' when calling strmatch).
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2017-08-10 13:15:06 +02:00 |
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Stéphane Adjemian (Scylla)
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44cadbd51b
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Fixed errors introduced by recent changes in simul_backward_model.
(cherry picked from commit f7399f4d74)
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2017-07-31 16:31:43 +02:00 |
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Stéphane Adjemian (Scylla)
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550a7ad3b1
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Rewrote backward model inversion routine.
(cherry picked from commit be6b1628d1)
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2017-07-29 14:16:42 +02:00 |
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Stéphane Adjemian (Scylla)
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8e6fd310c3
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Fixed backward model simulation routines.
(cherry picked from commit 45a14d768d)
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2017-07-29 14:16:05 +02:00 |
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Stéphane Adjemian (Scylla)
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1cd20acd7d
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Code factorization.
(cherry picked from commit 77b1d14083)
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2017-07-29 14:12:50 +02:00 |
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Stéphane Adjemian (Scylla)
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df1793a499
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Fixed issue with the size of x (exogenous variables).
(cherry picked from commit ccfd809dd0)
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2017-07-29 13:47:13 +02:00 |
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Stéphane Adjemian (Scylla)
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ce5316a1ec
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Fixed typo.
(cherry picked from commit b866bd828c)
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2017-07-29 13:46:29 +02:00 |
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Stéphane Adjemian (Charybdis)
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90a239f84b
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Fixed bug.
Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
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2017-06-19 17:32:58 +02:00 |
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Stéphane Adjemian (Charybdis)
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e7bb0acae8
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Fixed typo.
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2017-06-17 08:42:38 +02:00 |
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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 |
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Stéphane Adjemian (Charybdis)
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4004d8d442
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Allow for lags in exogenous variables.
(cherry picked from commit b8e2eec878)
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2017-06-14 00:05:50 +02:00 |
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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 |
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Stéphane Adjemian (Charybdis)
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cfd82e28e4
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Added routine computing IRFs of backward looking model.
(cherry picked from commit 647505526a)
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2017-06-14 00:05:16 +02:00 |
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Stéphane Adjemian (Charybdis)
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5570bf1588
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Moved backward models related routines in specific subfolder.
(cherry picked from commit 214b534b25)
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2017-06-14 00:01:48 +02:00 |