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6 Commits (cbb59fe6f848c4216155612320f9d979c670a3a3)

Author SHA1 Message Date
Stéphane Adjemian(Charybdis) d7f87ba29f Use new approach for setting aux variables in checkdatabase. 
Also specialize the routine for simulation/inversion problems.
 2018-03-04 19:12:46 +01:00
Stéphane Adjemian (Charybdis) bc2c5dd902 Code factorization (initial conditions for backward model simulations) 2018-02-28 15:00:42 +01:00
Stéphane Adjemian(Charybdis) bdb171ad44 Fixed bug on endo_names' type (cell versus char array). 2018-01-22 11:44:30 +01:00
Houtan Bastani aceeef876b ols: modify ols-style estimation routines to account for change in 7be8f10e0e 2018-01-12 11:45:50 +01:00
Stéphane Adjemian(Charybdis) 9f94bcf825 Fixed bug (lags on exogenous variables greater than one). 2017-11-15 17:28:07 +01:00
Stéphane Adjemian (Scylla) 7c3c1ac287 Added routine for computing residuals of backward models. 
- checkdatabaseforinversion (adds auxiliary variables in database and performs various checks).

 - calibrateresiduals (compute the residuals).

 - Also updated dseries submodule:
  + If 0 is passed as an argument to lag or lead, then these methods do not change the object, ie o.lag(0)==o. This change is
    necessary for defining the auxiliary variables in checkdatabaseforinversion.
  + Completed X13 interface.
  + Added new members ops (whick keep track of all the transformations on the variables) and tags.
 2017-09-25 08:26:02 +02:00