b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
91d74fabb3
Cosmetic changes.
2014-06-20 11:57:46 +02:00
50e42777b2
Adapted simplex routine.
2014-06-20 11:27:06 +02:00
304ea02a53
Adapted newrat routines (adding dataset_info).
2014-06-20 11:21:30 +02:00
e4cd72b5b6
Fixed typo.
2014-06-20 11:20:27 +02:00
788c528c84
Merge branch 'master' into use-dseries
2014-06-19 18:13:35 +02:00
940d2ffeff
Added mod file in test suite.
2014-06-19 18:12:02 +02:00
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
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
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
7e862ae72a
Fixed bug (forgot some calls to identification_analysis).
2014-06-18 15:37:13 +02:00
3d0ebfb40a
Added a mod file in tests for the feature introduced in commit 4f02e58010.
2014-06-17 16:05:31 +02:00
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
42c4aabdcc
Adapted identification routines.
2014-06-17 12:04:58 +02:00
8691304b9f
Fixed gsa (dataset_ is now a dseries object).
2014-06-17 10:30:45 +02:00
880bb58aef
Fixed mode_check and prior_posterior_statistics routines (added dataset_info as an input).
2014-06-17 10:19:07 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
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
6f9720ff84
removing debug code
2014-06-16 14:24:05 +02:00
7795833add
Fixed bug in dates class constructor (wrong call to length routine).
2014-06-15 19:17:30 +02:00
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
bfc01f9369
doc: dseries/reporting: fix typo
2014-06-13 11:22:20 +02:00
949bd988f1
doc: dseries/reporting: clarify freq field of dates
2014-06-13 11:10:28 +02:00
5d2f298ebe
doc: dseries/reporting update
2014-06-13 10:23:59 +02:00
b161f0a801
doc: fix typo
2014-06-13 10:11:45 +02:00
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
3b04470b3c
doc: dseries/reporting: fix arrows
2014-06-12 16:44:33 +02:00
5f9a8b64b4
fix typo in README
2014-06-12 16:42:54 +02:00
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
02d410fe08
update README to include homebrew science installation instructions
2014-06-12 14:59:16 +02:00
b84cb284d3
Fix texinfo issue.
2014-06-12 11:47:02 +02:00
f1fba4cd9e
doc: dseries/reporting: rework hierarchy graph
2014-06-12 10:18:13 +02:00
19e0d66a71
doc: dseries/reporting: update example
2014-06-12 09:51:57 +02:00
06db2cf4c8
tests: modify reporting test to account for support for empty dseries + horzcat
2014-06-12 09:51:13 +02:00
27cc7b71b3
reporting: add new test
2014-06-11 12:32:00 +02:00
3ed5659f35
Updated manual to reflect changes introduced in c6d93d686a20be61a487e3c3a80774477591f846.
2014-06-11 12:22:35 +02:00
bd26b78016
Updated manual (reflecting changes introduced in ab4792f5ab2fdd3c9ce3f09d29ee31c98519ba73).
2014-06-11 12:22:35 +02:00
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
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
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
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
f0a3d6ad44
Added @dseries/remove method.
2014-06-11 12:22:34 +02:00
d5066e9a44
Added unitary test.
2014-06-11 12:22:34 +02:00
353bab2117
Fixes issue #652 .
2014-06-11 12:22:34 +02:00
2e280ecdcd
Added dseries/end method.
...
Allows the following syntax to extract variables from a
dseries object ts:
us = ts{2:end};
2014-06-11 12:22:34 +02:00
aa14faf508
Removed the possibility to extract subsamples from a dseries object with a vector of integers.
...
If ts is a dates object with 100 observations (ts.nobs=100), the
following syntax for selecting the last 90 observations *is not legal*:
ts(11:end)
ts has to be indexed instead with dates objects, as in the following example:
ts(d1:d2)
where d1 and d2 are dates objects. To select the 90 last observations,
if the last date is unknown, the following syntax can be used:
ts(ts.dates(11:end))
2014-06-11 12:22:34 +02:00
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
Stéphane Adjemian (Scylla)
Michel Juillard
Houtan Bastani
Sébastien Villemot