bf69cee91f
Set missing argument in makedataset.m that leads to crashes with GSA
...
Fixes the recent problem with unit tests
2014-07-23 12:05:45 +02:00
49e53f9299
Added isdiagonal routine.
2014-07-17 22:05:08 +02:00
3f496b494d
Moved routines under utilities folder.
2014-07-17 22:05:08 +02:00
afb5be2067
Set options_.nobs if the new data interface is used.
2014-07-17 22:05:08 +02:00
5b08223820
Changed default value of initial_period (NaN).
2014-07-17 22:05:08 +02:00
94b87beb10
Fixed bug (missing code for handling prefilter=1).
2014-07-09 15:34:53 +02:00
daf4cb1491
Added unitary tests.
2014-06-27 23:12:05 +02:00
a8cb8ccd29
Merge branch 'use-dseries'
2014-06-27 22:38:07 +02:00
9c92b20f33
Added unitary test.
2014-06-27 22:36:10 +02:00
a5ea76d58c
Do not issue an error message if the dseries appearing in the recursive/static expression do have common names.
2014-06-27 22:29:57 +02:00
a29a4d0842
Removed unitary test (needs to be fixed).
2014-06-26 16:09:50 +02:00
0b82874268
Adapted madataset routine for Gsa.
2014-06-25 11:34:39 +02:00
7ccd26a17e
dseries: remove strsplit as it was introduced in Matlab R2013a
2014-06-24 12:10:59 +02:00
b11f6e2505
Adapted code for dsge-var models.
2014-06-23 10:55:08 +02:00
f5c2027e18
Do not impose the equality between the initial period as defined by the set_time command and the date of the initial observation defined in the datafile or dseries object.
2014-06-19 18:02:31 +02:00
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
efcf6bd9c0
Use dseries object in the estimation routines.
2014-06-16 17:41:59 +02:00
4f5ab5a236
Changed logic in dates class constructor.
2014-06-15 19:15:30 +02:00
558c818cca
Changed logic in isfreq routine.
2014-06-13 16:32:25 +02:00
e41e8effdf
Modified isdate behaviour (an integer scalar is interpreted as a year).
2014-06-13 10:10:17 +02:00
af1009d8a4
Merge branch 'master' into use-dynSeries
2014-06-12 17:42:52 +02:00
08ea66057c
Automagically increase the number of observations in the assigned variable if needed.
...
So that the following is possible
y = dseries([0],'1990Q1','y');
e = dseries(randn(1000,1),'1990Q1','e');
from 1990Q2 to 2239Q4 do y(t) = .5*y(t-1) + e(t) - .5*e(t-1)*y(t-1) +.1*y(t-1)^2
Initially y has only one observation (which is mandatory because y
depends on its first lag), the routine extends the number of
observations so that y.dates(end)==2239Q4
Note that the exogenous variables are not adjusted, they must be
defined (leads/lags included) between the first and last dates of the
from-to-do syntax.
2014-06-12 15:24:00 +02:00
8507c27fab
Removed display of current path in last unitary test.
2014-06-11 12:22:35 +02:00
c3029468af
Do not display the object returned by from.
2014-06-11 12:22:34 +02:00
64bdbb525b
Allow variables extracted from a dseries object in the dynamic or static expression following the do keyword.
2014-06-11 12:22:34 +02:00
3ae2874fd0
Cosmetic changes (error messages).
2014-06-11 12:22:33 +02:00
34e9f0dc14
Allow dates objects as first and third arguments (initial and terminal dates).
2014-06-11 12:22:33 +02:00
ac05826ef0
Test that the names of the variables contained in the dseries objects are different.
2014-06-11 12:22:33 +02:00
1ed0ccff6f
Test that dseries are not empty.
2014-06-11 12:22:33 +02:00
03250208c0
Test that each dseries object contains only one variable.
2014-06-11 12:22:33 +02:00
0096611b06
Added the possibility to use parameters in a from-to-do statement.
2014-06-11 12:22:33 +02:00
95d613c53d
Cosmetic change.
2014-06-11 12:22:33 +02:00
14819abb5f
Added specialized code for static models.
2014-06-11 12:22:33 +02:00
65968bb134
Use new leadlagtable's columns introduced in d0708fcb2c978c7ae47aa8ab7cbdf6f2b162c123 (usefull for sparse dynamic models).
2014-06-11 12:22:32 +02:00
f8203911c8
Added two columns to leadlagtable cell array (vectors of lag/lead orders).
2014-06-11 12:22:32 +02:00
b858aed1c0
Various optimizations and cosmetic changes.
2014-06-11 12:22:32 +02:00
8587674317
Removed call to ismember. Test if to_id or do_id are empty instead.
2014-06-11 12:22:32 +02:00
cf43c90347
Improve speed of @dates/colon method (added specialized version of add_periods_to_array_of_dates -> add_periods_to_date).
2014-06-11 12:22:32 +02:00
84caf6d35f
Improve speed of @dates/colon method.
2014-06-11 12:22:32 +02:00
f5e2fda22a
Code optimization. Removed manipulations of dseries objects in the
...
main loop.
2014-06-11 12:22:31 +02:00
6dc0748de5
Added tests on the recursive expression to be evaluated (the endogeous variable
...
canot depend on its current level or its future level).
2014-06-11 12:22:31 +02:00
507b56a055
Added lead/lag incidence table. Also check that the ranges of the
...
dseries objects appearing in the recursive expression are compatible
with the range of the loop.
2014-06-11 12:22:31 +02:00
59a787f47f
Check that the initial and terminal dates are in the ranges of the
...
dseries objects involved in the recursive expression.
2014-06-11 12:22:31 +02:00
61d6276d47
Added comments.
2014-06-11 12:22:31 +02:00
e16e05a50d
Removed the loop for building the recursive expression to be evaluated.
2014-06-11 12:22:31 +02:00
4da4623c94
Fixed typo in comments.
2014-06-11 12:22:31 +02:00
27587e1ea5
Factorized code for the displayed error messages.
2014-06-11 12:22:30 +02:00
4fd4436013
Fixed case sensitivity issue with respect to TO and DO keywords.
2014-06-11 12:22:30 +02:00
4dad18b222
Added new function from.
...
Allows the follwing syntax
FROM d1 TO d2 DO y(t)=f(y(t-1),e(t),e(t+1),e(t-1))
where d1 and d2 are @dates objects (d1<d2), y is a @dseries object
defined over d1-1:d2, and e is a @dseries object defined over
d1-1:d2+1.
2014-06-11 12:22:30 +02:00
45d7f15c94
Cosmetic. Deleted trailing white spaces.
2014-05-23 18:16:11 +02:00
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Houtan Bastani