f443037ed3
fix argument checking in pooled_ols
2019-03-04 11:15:51 +01:00
cdadab34b4
Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model.
2019-03-02 22:36:13 +01:00
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
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The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
21e6260011
Cosmetic, strmatch() -> find(strcmp()).
...
[skip ci]
(cherry picked from commit 580939d70b
2019-02-28 21:24:17 +01:00
fd98e83d78
Adapted integration tests for 8e60ded.
2019-02-28 16:23:04 +01:00
e75ca94a48
Fixed PAC with growth option equal to lagged endogenous or exogenous variable.
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Still not working with first difference or lagged first difference.
2019-02-28 14:58:17 +01:00
6b6a9b793c
Updated header.
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We recently added leads on first differences as an auxiliary variable type.
[skip ci]
(cherry picked from commit e1f1fd2de3
2019-02-28 10:24:53 +01:00
5fbc04ada2
Return 0 if the input is not the name of an endogenous variable.
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Also removed the call to deprecated strmatch.
[skip ci]
(cherry picked from commit 3400e13c06
2019-02-28 10:17:43 +01:00
4093a99f40
Efficiency change.
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It is not possible to pre-allocate a cell array here, but
Array = {};
for i=1:10
Array(i) = {'a'}
end
is faster by a factor 10 than
Array = {};
for i=1:10
Array = [Array, 'a']
end
2019-02-28 09:41:35 +01:00
3aa977600c
Allow arbitrary unary operator, not only log().
2019-02-28 09:30:03 +01:00
1775869bbd
Avoid infinite loop.
2019-02-28 09:24:12 +01:00
8e60ded1bd
Write the growth correction term in a separate file.
2019-02-27 22:26:07 +01:00
f07b1e8028
Account for exogenous variables in PAC's RoT part.
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Fixes the iterative_ols estimation of PAC equation when the Rule of Thumbs (non
optimizing) part of the equations contains endogenous and/or exogenous variables.
2019-02-27 15:53:25 +01:00
6500099f4e
Removed debugging display.
2019-02-27 15:08:49 +01:00
075a6b7db5
sur, surgibbs: following change in `067fc9cc5a5b01e9a04209850f08ecbf3bd0a2b1` pidxs no longer needed as output from sur.m
2019-02-26 17:01:33 +01:00
067fc9cc5a
surgibbs: fix bug in assigning back to M_.params
2019-02-26 16:56:20 +01:00
043ecfc3b2
Revert "surgibbs: fix bug in param values output"
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This reverts commit d6c5618a74
2019-02-26 16:54:26 +01:00
d6c5618a74
surgibbs: fix bug in param values output
2019-02-26 15:42:51 +01:00
0cd18c3841
create include files for estimated parameters
2019-02-26 15:42:51 +01:00
f1707039dd
Adapted disp_dr for new auxilary variables.
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diffs, lagged diffs and leaded diffs.
(cherry picked from commit 45fbfe4dce
2019-02-25 17:37:49 +01:00
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
ac09ab9dbf
Removed useless condition.
2019-02-25 17:31:58 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
4399972a2d
sur: add noniterative option
2019-02-25 14:23:48 +01:00
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
dfb62e4ebc
Fixed models with fewer targets than EC equations.
2019-02-21 12:52:12 +01:00
c96f55309d
Fixed typo.
2019-02-21 12:52:12 +01:00
6e7a2e2c20
Fixed ordering of the targets.
2019-02-21 12:52:12 +01:00
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
8f1aef3f57
get_companion_matrix: evalin base not necessary
2019-02-14 12:19:34 +01:00
b92b342c7b
sur, pooled_fgls: user inv(chol()) instead of chol(inv())
2019-02-14 10:55:08 +01:00
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
9391a770b1
sur: fix bug in setting M_.Sigma_e entries
2019-02-13 15:57:06 +01:00
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
3e3f8fbfbc
Cosmetic changes.
2019-02-13 15:19:19 +01:00
3cfd588d3f
Allow initialization with histval block.
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[skip ci]
(cherry picked from commit e9688560f6
2019-02-13 15:19:18 +01:00
98591af846
sur: update M_.Sigma_e using estimated parameters
2019-02-12 19:57:44 +01:00
a110896483
Revert "sur: fix bug with M_.Sigma_e"
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This reverts commit 9c76b1da51
2019-02-12 19:07:55 +01:00
fe4fb7df2d
sur: modify error message
2019-02-12 17:03:11 +01:00
91d99fe645
if find returns empty this ended in a syntax error
2019-02-12 16:59:23 +01:00
9c76b1da51
sur: fix bug with M_.Sigma_e
2019-02-12 16:55:20 +01:00
874ba9a641
put_in_sur_form: simplify function and make robust to potential future changes in dseries
2019-02-11 16:36:25 +01:00
a3867a0b34
put_in_sur_form: fix bug in cross equation restriction
2019-02-11 16:32:04 +01:00
ac171747cd
sur: clean up error messages
2019-02-11 15:23:36 +01:00
c8d04e93b9
sur: fix bug in lhssub when param_names was specified and simplify code
2019-02-11 15:17:10 +01:00
0352e9025a
ols style parsing: allow division in node to be subtracted from LHS
2019-02-06 12:34:13 +01:00
106976e6d5
print info about node on error
2019-02-06 12:16:27 +01:00
f9239d5347
remove unnecessary conversion to string
2019-02-06 12:14:07 +01:00
de573890b7
fix bug in handling unary minus node as uminus is not a valid dseries operation
2019-02-05 19:52:12 +01:00
8fdf805f1f
handle case when node is not passed to error function
2019-02-05 19:36:11 +01:00
fd09ba1fca
ols_style parsing: remove regressors that are equal to zero
2019-02-05 16:38:25 +01:00
553f1d3068
fix bug: line argument was being ignored
2019-02-01 17:05:10 +01:00
b2fcd86c35
print parts of model where there are evaluation errors
2019-02-01 17:05:10 +01:00
c36db13bee
dseries: submodule update
2019-02-01 16:25:52 +01:00
eace56ce49
use switch statement instead of eval
2019-02-01 14:28:27 +01:00
8ddcccf18e
ols-style parsing: modify parsing to accommodate a larger set of expressions
2019-02-01 14:25:35 +01:00
c9423fe3ab
ols parsing: fix bug in check
2019-02-01 13:21:59 +01:00
ff2ca5fc17
remove unnecessary function
2019-02-01 12:04:46 +01:00
f4b8735431
pooled_ols: only save certain variables oo_ structure when passing back to pooled_fgls
2019-02-01 11:50:01 +01:00
0121e709fe
pooled_ols/pooled_fgls: fix bug in call to function
2019-02-01 11:45:16 +01:00
e758d5bdc9
ols parsing: fix bug: node value is not stored as string in AST
2019-02-01 11:37:41 +01:00
1f3e027a09
fix typo
2019-02-01 11:12:25 +01:00
4c64b9108a
Revert "Revert "handle constant equations in preprocessor""
...
This reverts commit 850d1dcc95
2019-01-30 12:29:33 +01:00
c544f4a02c
small improvement
2019-01-30 12:29:08 +01:00
850d1dcc95
Revert "handle constant equations in preprocessor"
...
This reverts commit bcce997112
2019-01-29 00:38:01 +01:00
bcce997112
handle constant equations in preprocessor
2019-01-28 17:56:10 +01:00
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
668e641a6a
create report for SUR estimation
2019-01-25 18:11:27 +01:00
6d447f195a
sur: add model_name option
2019-01-25 18:11:26 +01:00
35cabed989
reporting: submodule update
2019-01-25 18:11:26 +01:00
73ea0c2fe3
fix typo in comment
2019-01-24 12:42:08 +01:00
9bc1833a36
sur: fix bug in returned fitted value
2019-01-24 12:21:36 +01:00
ab5a19f08a
sur: fix bug in check of returned matrices
2019-01-24 11:38:40 +01:00
a402554083
fix bug in b219a99a16
2019-01-24 11:30:53 +01:00
b219a99a16
olsgibbs: fix bug in returned fitted value
2019-01-24 11:23:23 +01:00
d52ee5d290
fix comment
2019-01-24 11:20:39 +01:00
99d770382b
change indexing into X.name
2019-01-23 15:48:46 +01:00
7632c4f071
use vobs instead of length(X.name)
2019-01-23 15:48:46 +01:00
d1afd56134
small fixes (comments, argument checks)
2019-01-22 16:11:03 +01:00
e1b01d9225
common parsing: jsonmodel not necessary as tag info is in AST
2019-01-22 16:10:42 +01:00
078e1ab99e
fix bug in ols common parsing routines causing ordering of regressor columns to change
2019-01-22 15:25:17 +01:00
9d413e2f8f
use vobs() instead of length(ds.name)
2019-01-22 15:23:42 +01:00
f514d443b6
aesthetic fix
2019-01-22 00:40:57 +01:00
63054a5728
olsgibbs: fix checks of input arguments
2019-01-22 00:08:09 +01:00
0406a2ae15
handle zeroed out equations in SUR
2019-01-21 15:57:11 +01:00
875381379f
sur: fix bug in creation of SUR matrices; handle random walk equation regardless of order in model equations
2019-01-18 15:07:24 +01:00
cf0d8f319e
remove extra whitespace
2019-01-18 14:09:40 +01:00
3293ff62c1
handle nested UnaryOpNodes in OLS-style equations
2019-01-18 11:50:10 +01:00
0badb00687
handle AR(1) with no parameter
2019-01-17 18:57:24 +01:00
cfd9eff6fb
simplify common parsing
2019-01-17 18:06:43 +01:00
b62ec7dc55
handle hard-coded constant*variable in AR(1)
2019-01-17 18:06:36 +01:00
4c133ac23a
olsgibbs: small fixes
2019-01-16 14:53:22 +01:00
556b5b6e88
small change to avoid an extra conditional
2019-01-16 14:53:22 +01:00
4dbbdb2c09
move common dates to parsing function
2019-01-16 14:53:22 +01:00
ee8e8c4282
small simplification
2019-01-16 14:53:22 +01:00
0fb88114c1
rename functions and change error message to be more general is parsing is shared between several different functions
2019-01-16 14:53:22 +01:00
bb9418a473
dyn_ols: only one output from function, remove varargout
2019-01-16 14:53:21 +01:00
03eaac8b6d
make plot_contributions use get_ast_jsonmodel
2019-01-16 14:53:21 +01:00
9a61c57102
remove functions that are no longer used
2019-01-16 14:53:21 +01:00
f755cfdcd4
surgibbs: small fixes
2019-01-16 14:53:21 +01:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Stéphane Adjemia (Scylla)