c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
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Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
e2b01dd152
Fix structure error in reference manual
2013-04-12 10:27:27 +02:00
d640546e4f
Document markowitz option of steady
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Closes #353
2013-04-11 17:23:26 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
c071df7f78
Clarify terminology used for filtered variables
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Closes #317
2013-04-10 10:44:24 +02:00
f92965b28c
CSV datafiles: document it, autodetect extension
2013-03-28 12:50:04 +01:00
9e9f882c81
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-03-27 12:26:43 +01:00
f995f3da90
Bugfix in correlation_mc_analysis
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Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
c9a15f0ac5
Mention compatibility with Windows 8
2013-03-26 18:01:43 +01:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
34fb9f1c62
Clarify treatment of measurement error and correlations in manual
2013-03-21 20:51:22 +01:00
db2999d84e
Add Frédéric and Johannes to userguide; remove useless spam obsfuscating
2013-03-21 18:26:04 +01:00
1883eb092b
Clarify theoretical second moments for order=2
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Eliminates warning message introduced in
4c8f3a89cccloses #278
2013-03-18 22:58:06 +01:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
98ec0095df
Add warning for variance decomposition at order=2
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At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278 ). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
6390830b4d
Store MCMC information recorded in record in oo_
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Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315 )
2013-03-17 22:49:28 +01:00
0ffccac659
Fix typo
2013-03-08 16:26:30 +01:00
17acd4154c
oo_.PosteriorTheoreticalMoments.correlation contains autocorrelations
2013-03-08 15:45:35 +01:00
879b8b8309
Remove obsolete section about smoother on calibrated models.
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We now have the `calib_smoother' command.
2013-03-05 11:01:08 +01:00
a64ec3b156
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
77dbf06af4
Update affiliations
2013-02-13 19:16:57 +01:00
42c9115131
Userguide: replace obsolete shocks_file by initval_file
2013-01-15 16:39:32 +01:00
4a465f2d07
Correction in the forecasting section
2013-01-11 18:22:15 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
8c7e3d46ed
Document when mode_compute={1,3,7} are available, and error with an informative message if not
2013-01-07 15:40:45 +01:00
90c15ec9ef
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
0421387732
Require Octave 3.6, since we use parfor
2012-11-29 14:52:33 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
badeec612f
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
87d2dbca4d
Ref. manual: minor fixes related to @xref
2012-11-16 11:11:09 +01:00
debf4cd293
Ref. manual: document that infinite values are allowed at some places
2012-11-16 11:10:00 +01:00
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
f77e0cc59d
fix typo in manual
2012-11-08 11:31:19 +01:00
e8ec0a37df
fix missing optionshead in previous commit
2012-11-06 16:02:05 +01:00
3530417cf2
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
f8f2c5d8a1
Rename simul.mod and steady.mod to avoid name clashes with Dynare internals
2012-10-31 16:49:22 +01:00
17568ee086
ms-sbvar: update documentation for final_year, final_subperiod defaults
2012-10-29 17:58:54 +01:00
ee9bc3e421
Add missing citations for Frédéric and Johannes
2012-10-22 16:24:11 +02:00
55e8e9c913
update email
2012-10-17 18:51:04 +02:00
ed70ea5183
Update my email address
2012-10-17 18:21:06 +02:00
c05f5be331
Changed my email.
2012-10-17 16:41:12 +02:00
449231a2db
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
e75b18f93b
Minor fixes to ref. manual
2012-10-06 10:23:39 +02:00
d7a3504b50
Add Johannes to the authors of manual
2012-10-05 10:05:35 +02:00
78d9cb92d4
Update Octave pointers
2012-10-03 17:22:28 +02:00
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
Johannes Pfeifer
Sébastien Villemot
Ferhat Mihoubi
Houtan Bastani
Stéphane Adjemian (Charybdis)