Commit Graph

6 Commits (82aa669b303fa3dd493defde73862747bc091812)

Author SHA1 Message Date
Stéphane Adjemia (Scylla) 53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
See tests/var-expectations/9/example.mod for a self documented example.

Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
Stéphane Adjemian(Charybdis) 031e2c87c6
New version of get_companion_matrix + new integration test.
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
Stéphane Adjemia (Scylla) 6dc35c676b Fixed bug in VAR_EXPECTATION with TREND_COMPONENT_MODEL.
The selection of the expected variable in the companion VAR was not correct.
2018-08-28 11:06:20 +02:00
Stéphane Adjemia (Scylla) 83c9b0d5b6 Make rool for trend_component_model in var_expectation.
Not yet working, a bug in the preprocessor remains to be fixed. The
preprocessor does not create the correct number of reduced form parameters
for VAR_EXPECTATION when the auxiliary model is a trend component model,
because it ignores the fact that the model has to be rewritten in levels.
2018-08-27 14:37:26 +02:00
Houtan Bastani 6ec9758313 update var_expectation code and tests for change in field name 2018-08-23 10:38:39 +02:00
Stéphane Adjemian(Charybdis) 8033b2737e Added routines for VAR_EXPECTATION_MODEL. 2018-08-08 15:53:55 +02:00