Stéphane Adjemian (Scylla)
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510eccd965
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Fixed routines for backward model simulation (with IRFs and forecasts).
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2017-09-28 10:12:53 +02:00 |
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Stéphane Adjemian (Scylla)
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c468488575
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Fixed dimension of exo_simul (always add one row).
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2017-08-31 14:55:49 +02:00 |
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Stéphane Adjemian (Scylla)
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0efff7c185
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Fixed timing bugs in simulation of backward models with lags on exogenous variables.
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2017-08-31 11:41:18 +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 (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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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 |