Houtan Bastani
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dc7fca7ece
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var_forecast: use example1 in forecast, add code to use estimation via rfvar3
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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d46d107837
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var_forecast: fix bug in writing of forecast
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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7c9e54c8b4
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var_forecast tests
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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20ba99cf94
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var_forecast: clean up writing of forecast function
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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7c28e217e5
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var_forecast: cleaner output
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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19dc4deb9f
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var_forecast: make calls more efficient
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2017-03-22 09:41:10 +01:00 |
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Houtan Bastani
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df1ef46135
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var_forecast: only make one call per var model, regardless of forecast horizon
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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4d01f8c975
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var_forecast: fix writing in dynamic file
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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25a2c3bc22
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stoi was introduced in C++11. replace with stringstream
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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c8f432d2f4
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var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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5e53c7909b
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var_expectation: create possibility for h-step-ahead forecast
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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1ae6c9a634
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Revert "var_forecast: simplify calculation in function" (only works for 1-step-ahead forecast)
This reverts commit 079c6ce8a1e0cacfe98915d8bf554d3ba1ba0de1.
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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113fbd4866
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var_forecast: simplify calculation in function
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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dfce1ece1e
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var_forecast: create individual .m files for each forecast
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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c0629b42f0
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var_forecast: fix bugs
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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173de21aa0
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doc bug: fix typo
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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98a86d341c
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var_expectation: first draft
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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db1c9d655b
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change name of coefficients matrix in .mat file
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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c99aa4aed0
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var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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b8c5dfa472
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VAR(p) forecast first draft, preprocessor for var command and backend for forecast
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2017-03-22 09:41:09 +01:00 |
Stéphane Adjemian (Charybdis)
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121be35aca
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Added varexobs in reference manual.
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2017-03-22 09:41:09 +01:00 |
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Stéphane Adjemian (Charybdis)
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71c0e7f40c
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Remove preprocessor warning.
Do not issue a warning when observed exogenous variables do not appear
in the model.
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2017-03-22 09:41:09 +01:00 |
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Stéphane Adjemian (Charybdis)
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e1033c76b9
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Added declaration of observed exogenous variables.
With integration test.
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2017-03-22 09:41:09 +01:00 |
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Houtan Bastani
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5282e737e7
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preprocessor: add realtime_shock_decomposition statement. #1406
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2017-03-21 15:20:32 +01:00 |
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Houtan Bastani
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24abebb0b4
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doc: correct argumnets to options
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2017-03-21 14:35:04 +01:00 |
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Houtan Bastani
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4b4ee1cd92
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doc: fix typo
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2017-03-21 14:27:58 +01:00 |
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Houtan Bastani
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30232985ee
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doc: fix markups of i.e. and e.g.
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2017-03-21 14:15:51 +01:00 |
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Houtan Bastani
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e6f5316b99
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preprocessor: fix bug introduced in a4eb8d6b91
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2017-03-21 14:07:30 +01:00 |
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Houtan Bastani
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2a33cd1bb0
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doc: fix doc following recent changes
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2017-03-21 12:48:11 +01:00 |
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Houtan Bastani
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a4eb8d6b91
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preprocessor: add init_state option to shock_decomposition
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2017-03-21 12:48:11 +01:00 |
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Stéphane Adjemian (Charybdis)
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9633f3ab77
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Fixed bug introduced in 68b18b04f4.
Update of EXTRA_DIST was missing.
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2017-03-20 22:17:54 +01:00 |
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Stéphane Adjemian (Charybdis)
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6d6f850a49
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Test the value of oo_.deterministic_simulation.status in tests/deterministic_simulations/*
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2017-03-20 16:27:13 +01:00 |
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Stéphane Adjemian (Charybdis)
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85fe69b265
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Cosmetic change (use logicals).
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2017-03-20 11:39:22 +01:00 |
Johannes Pfeifer
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9abac8ccdb
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Store indicator whether smoother was used with loglinear
Required to keep track of whether estimates were logged. Related to #1407
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2017-03-20 11:36:10 +01:00 |
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Johannes Pfeifer
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5424fde74e
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metropolis_draw.m: Replace round by ceil to avoid crashes when 0 draws would be used
(cherry picked from commit 2dc3ad22fdb8fedee7fdd2ed3577978bd8f37324)
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2017-03-20 10:19:14 +01:00 |
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Stéphane Adjemian (Charybdis)
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dd02aa4c03
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Expand reference manual on loglinear.
Partial cherry-pick of 3fc2e2b967d7c779058922e9f7fd9f688118a2f0 by Johannes Pfeifer.
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2017-03-20 10:17:32 +01:00 |
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Johannes Pfeifer
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828df26d71
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Makefile.am: Add loglinear as test group
(cherry picked from commit a4c28306097f75b5dae2ded92628b26530f5dd20)
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2017-03-20 09:43:23 +01:00 |
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Stéphane Adjemian (Charybdis)
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c7926e250a
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Fixed spaces in 750f1d9ff4728216db0df8da69ef59f4d7dc254b.
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2017-03-20 09:42:15 +01:00 |
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Johannes Pfeifer
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9adc2e9ca9
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makefile: Replace 8 spaces by correct tab
(cherry picked from commit 750f1d9ff4728216db0df8da69ef59f4d7dc254b)
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2017-03-20 09:40:57 +01:00 |
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Johannes Pfeifer
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94ef60556e
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Account for loglinear option when reading in M_.endo_histval
(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
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2017-03-20 09:37:58 +01:00 |
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Johannes Pfeifer
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68b18b04f4
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Expand loglinear integration tests
(cherry picked from commit 7c17e97546df6ab269be939e6f7e8b32f45b5cc0)
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2017-03-20 09:35:24 +01:00 |
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Johannes Pfeifer
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6e268c34d4
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Cosmetic fixes to dynare_estimation_init.m
(cherry picked from commit 7ea24165c0a26393753c58170f74fab3f7076b3e)
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2017-03-20 09:27:04 +01:00 |
Marco Ratto
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9427b58bfd
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add parameter names to mean file, to ensure same behavior of standard mode files.
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2017-03-19 12:19:24 +01:00 |
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Marco Ratto
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389123d0b5
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bug fixes.
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2017-03-19 12:19:24 +01:00 |
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Marco Ratto
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121333d913
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currently, the mode_file specified by the user is re-set to empty. This re-sets mode_file to the user defined value.
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2017-03-19 12:19:24 +01:00 |
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Marco Ratto
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b916d788f4
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trap cases where both point and posterior estimates are available
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2017-03-19 12:19:24 +01:00 |
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Stéphane Adjemian (Charybdis)
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a869f5a2c4
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Updated m-unit-tests submodule.
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2017-03-19 12:15:22 +01:00 |
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Stéphane Adjemian (Charybdis)
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8dc27292c9
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Adapted integration test consistently with 0752d6a8e6.
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2017-03-18 20:54:32 +01:00 |
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Marco Ratto
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2b28ba70d9
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Make remote parallel computation compatible with new steadystate and auxiliary variable files
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2017-03-18 17:28:44 +01:00 |
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Stéphane Adjemian (Charybdis)
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6c21d44968
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Fixed encoding.
For a non identified an enconding issue was leading scatter_plots function to crash...
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2017-03-18 16:28:30 +01:00 |