Commit Graph

1069 Commits (cf4579fc61d3621269b842afe02cf237f1e8ce5a)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) cf4579fc61 Merge branch 'master' into ecb-master 2017-06-30 10:55:31 +02:00
Stéphane Adjemian (Charybdis) 63d6dfccf4 Added the possibility to dynare the dynare command options in the mod file. 2017-06-30 10:16:26 +02:00
Stéphane Adjemian (Charybdis) 133d6544e7 Make example less trivial (with negative values). 2017-06-29 16:08:12 +02:00
Stéphane Adjemian (Charybdis) a59a2fae2d Merge branch 'master' into ecb-master 2017-06-29 13:33:29 +02:00
Stéphane Adjemian (Charybdis) 477a55da2e Efficiency and interface changes.
- Do not loop on all the variables in the dseries objects.
- Do not pass a structure for the parameters (read in M_.params instead).
- Add a baseline scenario.
2017-06-29 13:29:16 +02:00
Stéphane Adjemian (Charybdis) 29a1e3d015 Renamed folders. 2017-06-28 18:34:29 +02:00
Stéphane Adjemian (Charybdis) b81e0cd91e Added json file in the clean rule. 2017-06-28 16:03:52 +02:00
Houtan Bastani d840695ae0 plot contributions 2017-06-26 22:30:59 +02:00
Houtan Bastani d8ffd5e83c Merge branch 'master' into ecb-master 2017-06-19 18:02:57 +02:00
Stéphane Adjemian (Charybdis) 119b5a62f2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Sébastien Villemot 7eaea0c772 Include tests/load_octave_packages.m in the distributed tarball. 2017-06-13 15:50:34 +02:00
Sébastien Villemot 21fa1ec86a Testsuite for octave: remove obsolete workaround. 2017-06-07 17:59:09 +02:00
Stéphane Adjemian 8015144817 Merge pull request #1460 from JohannesPfeifer/hessian_zero
Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian (Charybdis) 7d373f0d7e Merge branch 'master' into ecb-master 2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis) 99cb731112 Fixed indentation of matlab files. 2017-06-01 19:43:18 +02:00
Johannes Pfeifer d75e7278c2 Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
Closes #1453
2017-05-27 19:26:12 +02:00
Stéphane Adjemian (Charybdis) 3c3fc0ace4 Fixed integration test. 2017-05-20 10:15:31 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Houtan Bastani e3c12f5094 var_expectation: stop processing if variable used that was not in model 2017-05-04 16:56:50 +02:00
Houtan Bastani 63180c9e59 var_model: allow non model-block variables in VAR 2017-05-04 16:15:33 +02:00
Stéphane Adjemian (Charybdis) c2556cc80e Merge branch 'master' into ecb-master
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Houtan Bastani 5bae0a8cb1 build system: add clean rule for test suite 2017-04-25 12:24:03 +02:00
Houtan Bastani db535236b2 Merge branch 'master' into ecb-master 2017-04-14 11:35:43 +02:00
Stéphane Adjemian (Charybdis) 19b206338d Fixed tests/dates/fs2000.mod and added in testsuite.
Provides an example showing how to directly pass a dseries object to the data
command for estimation.
2017-04-05 11:44:27 +02:00
Stéphane Adjemian (Charybdis) d43af0e4d7 Fixed wrong spaces/tab in tests/Makefile.am. 2017-04-05 11:44:27 +02:00
Johannes Pfeifer 00299a92c1 Make sure options_.first_obs is properly set 2017-04-05 11:44:27 +02:00
Houtan Bastani 753d8a17f0 preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477 2017-04-05 11:01:25 +02:00
Johannes Pfeifer 59bafbf294 Add write_equation_tags option to integration test 2017-04-04 23:52:39 +02:00
Stéphane Adjemian (Charybdis) c1434118bd Added integration test for nonlinear filters with unit roots. 2017-04-03 11:25:05 +02:00
Houtan Bastani b3ecc8c003 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Stéphane Adjemian (Charybdis) d1062875cd Added README in tests/ECB. 2017-03-22 09:41:10 +01:00
Houtan Bastani 0a017dd1bb var test, add estimation for nkm model, fix plotting 2017-03-22 09:41:10 +01:00
Houtan Bastani 8d1c8f35ae var_forecast: example with two variables in var 2017-03-22 09:41:10 +01:00
Houtan Bastani 858f26804f var_forecast test: update following changes 2017-03-22 09:41:10 +01:00
Houtan Bastani dc7fca7ece var_forecast: use example1 in forecast, add code to use estimation via rfvar3 2017-03-22 09:41:10 +01:00
Houtan Bastani 7c9e54c8b4 var_forecast tests 2017-03-22 09:41:10 +01:00
Stéphane Adjemian (Charybdis) e1033c76b9 Added declaration of observed exogenous variables.
With integration test.
2017-03-22 09:41:09 +01:00
Houtan Bastani 5282e737e7 preprocessor: add realtime_shock_decomposition statement. #1406 2017-03-21 15:20:32 +01:00
Stéphane Adjemian (Charybdis) 9633f3ab77 Fixed bug introduced in 68b18b04f4.
Update of EXTRA_DIST was missing.
2017-03-20 22:17:54 +01:00
Stéphane Adjemian (Charybdis) 6d6f850a49 Test the value of oo_.deterministic_simulation.status in tests/deterministic_simulations/* 2017-03-20 16:27:13 +01:00
Johannes Pfeifer 828df26d71 Makefile.am: Add loglinear as test group
(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
2017-03-20 09:43:23 +01:00
Stéphane Adjemian (Charybdis) c7926e250a Fixed spaces in 750f1d9ff4728216db0df8da69ef59f4d7dc254b. 2017-03-20 09:42:15 +01:00
Johannes Pfeifer 9adc2e9ca9 makefile: Replace 8 spaces by correct tab
(cherry picked from commit 750f1d9ff4728216db0df8da69ef59f4d7dc254b)
2017-03-20 09:40:57 +01:00
Johannes Pfeifer 68b18b04f4 Expand loglinear integration tests
(cherry picked from commit 7c17e97546df6ab269be939e6f7e8b32f45b5cc0)
2017-03-20 09:35:24 +01:00
Stéphane Adjemian (Charybdis) 8dc27292c9 Adapted integration test consistently with 0752d6a8e6. 2017-03-18 20:54:32 +01:00
Marco Ratto 727a9582c8 speed-up execution of test 2017-03-18 10:27:36 +01:00
Stéphane Adjemian (Charybdis) bc6c6fc486 Removed remaining calls or references to cputime. 2017-03-17 22:49:01 +01:00
Stéphane Adjemian (Charybdis) 117458e663 Complete c921212fe5. 2017-03-17 18:33:17 +01:00
Stéphane Adjemian (Charybdis) 052655e353 Changed some integration tests for lowering the execution time of the testsuite. 2017-03-17 18:24:56 +01:00
Stéphane Adjemian (Charybdis) 2125d82cae Adapted integration tests to ea49f971e58a4b40b422d06d808d863124092ef4.
FilteredVariablesKStepAheadVariances is computed and saved iff
filter_covariance option is used in estimation command.
2017-03-17 18:10:00 +01:00