d1062875cd
Added README in tests/ECB.
2017-03-22 09:41:10 +01:00
04a1b9d748
Updated dseries submodule (fixes websave issue).
2017-03-22 09:41:10 +01:00
a18fe3549e
Fixed typo.
2017-03-22 09:41:10 +01:00
bcd2d8e744
Updated dseries submodule (bug fix).
2017-03-22 09:41:10 +01:00
db4c686d64
Updated dseries submodule (@arima class with X13-CENSUS).
2017-03-22 09:41:10 +01:00
368373546e
Changed branch name for dseries submodule (master-with-fame-io -> ecb-master).
2017-03-22 09:41:10 +01:00
2eab0c61fc
Updated dseries submodule (fixes inplace modification issues).
2017-03-22 09:41:10 +01:00
d09ddd9feb
use datestr(now) instead of datetime
2017-03-22 09:41:10 +01:00
4a57e7155f
Use ssh instead of https for git submodules.
2017-03-22 09:41:10 +01:00
8bb2f5d91a
doc: add forecast menu item missing from 2ba82f46594ee51eb01df3bc95d23bca8bcadd6c
2017-03-22 09:41:10 +01:00
0a017dd1bb
var test, add estimation for nkm model, fix plotting
2017-03-22 09:41:10 +01:00
a248d9b51f
doc: add var_model, var_expectation
2017-03-22 09:41:10 +01:00
262cf20f16
Changed isint function.
...
To make it consistent with the routine available in the dates toolbox.
2017-03-22 09:41:10 +01:00
f9bf125562
Removed initialization for dates and dseries.
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This is not required with the new oop interface.
2017-03-22 09:41:10 +01:00
b240ced4a8
Changed repositories and branches for submodules.
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Submodules dates and dseries now target the private repositories available at
https://gitlab.com/McModelTeam
We use the new oop syntax with the matla-fame-io submodule in dseries.
2017-03-22 09:41:10 +01:00
48acf40c00
var_forecast: clean up writing of var forecast matlab file
2017-03-22 09:41:10 +01:00
8d1c8f35ae
var_forecast: example with two variables in var
2017-03-22 09:41:10 +01:00
858f26804f
var_forecast test: update following changes
2017-03-22 09:41:10 +01:00
e205c8813f
var_forecast: update writing following change in 9888881d1ccc8d748d1f9cd7f462b5fa30f8bac3
2017-03-22 09:41:10 +01:00
476a8a27cc
preprocessor: add aux var/equation when var_model is of order > max lag of its variables in the model block
2017-03-22 09:41:10 +01:00
dc7fca7ece
var_forecast: use example1 in forecast, add code to use estimation via rfvar3
2017-03-22 09:41:10 +01:00
d46d107837
var_forecast: fix bug in writing of forecast
2017-03-22 09:41:10 +01:00
7c9e54c8b4
var_forecast tests
2017-03-22 09:41:10 +01:00
20ba99cf94
var_forecast: clean up writing of forecast function
2017-03-22 09:41:10 +01:00
7c28e217e5
var_forecast: cleaner output
2017-03-22 09:41:10 +01:00
19dc4deb9f
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
df1ef46135
var_forecast: only make one call per var model, regardless of forecast horizon
2017-03-22 09:41:09 +01:00
4d01f8c975
var_forecast: fix writing in dynamic file
2017-03-22 09:41:09 +01:00
25a2c3bc22
stoi was introduced in C++11. replace with stringstream
2017-03-22 09:41:09 +01:00
c8f432d2f4
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
2017-03-22 09:41:09 +01:00
5e53c7909b
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
1ae6c9a634
Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
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This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
2017-03-22 09:41:09 +01:00
113fbd4866
var_forecast: simplify calculation in function
2017-03-22 09:41:09 +01:00
dfce1ece1e
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
c0629b42f0
var_forecast: fix bugs
2017-03-22 09:41:09 +01:00
173de21aa0
doc bug: fix typo
2017-03-22 09:41:09 +01:00
98a86d341c
var_expectation: first draft
2017-03-22 09:41:09 +01:00
db1c9d655b
change name of coefficients matrix in .mat file
2017-03-22 09:41:09 +01:00
c99aa4aed0
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
b8c5dfa472
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +01:00
121be35aca
Added varexobs in reference manual.
2017-03-22 09:41:09 +01:00
71c0e7f40c
Remove preprocessor warning.
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Do not issue a warning when observed exogenous variables do not appear
in the model.
2017-03-22 09:41:09 +01:00
e1033c76b9
Added declaration of observed exogenous variables.
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With integration test.
2017-03-22 09:41:09 +01:00
5282e737e7
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00
24abebb0b4
doc: correct argumnets to options
2017-03-21 14:35:04 +01:00
4b4ee1cd92
doc: fix typo
2017-03-21 14:27:58 +01:00
30232985ee
doc: fix markups of i.e. and e.g.
2017-03-21 14:15:51 +01:00
e6f5316b99
preprocessor: fix bug introduced in a4eb8d6b91
2017-03-21 14:07:30 +01:00
2a33cd1bb0
doc: fix doc following recent changes
2017-03-21 12:48:11 +01:00
a4eb8d6b91
preprocessor: add init_state option to shock_decomposition
2017-03-21 12:48:11 +01:00
Stéphane Adjemian (Charybdis)
Houtan Bastani