Commit Graph

6 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Johannes Pfeifer d5a6f132b5 unit tests: remove more unused exogenous variables 2017-01-10 19:58:44 +01:00
Johannes Pfeifer aff80b4ee3 Improve speed of filtering unit tests and clean up setting of options 2016-04-15 09:23:07 +02:00
Stéphane Adjemian (Charybdis) a13c852feb Removed calls to autocorr routine in integration test.
This routine is part of the matlab's statistical toolbox which is not
required by Dynare (and not available on karaba). Use
sample_autocovariance routine instead.
2015-10-13 23:50:38 +02:00
Johannes Pfeifer f7175745ac Add one-sided HP filter 2015-10-13 20:50:03 +02:00
Johannes Pfeifer 2c63ca8843 Add unit tests for HP filter, bandpass filter, and spectral density 2015-10-12 21:18:51 +02:00
Johannes Pfeifer 3902c86407 Add unit test for variance decomposition 2015-10-12 20:42:02 +02:00