Stéphane Adjemian (Charybdis)
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6500099f4e
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Removed debugging display.
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2019-02-27 15:08:49 +01:00 |
Houtan Bastani
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075a6b7db5
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sur, surgibbs: following change in `067fc9cc5a5b01e9a04209850f08ecbf3bd0a2b1` pidxs no longer needed as output from sur.m
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2019-02-26 17:01:33 +01:00 |
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Houtan Bastani
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067fc9cc5a
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surgibbs: fix bug in assigning back to M_.params
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2019-02-26 16:56:20 +01:00 |
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Houtan Bastani
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043ecfc3b2
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Revert "surgibbs: fix bug in param values output"
This reverts commit d6c5618a74.
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2019-02-26 16:54:26 +01:00 |
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Houtan Bastani
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d6c5618a74
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surgibbs: fix bug in param values output
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2019-02-26 15:42:51 +01:00 |
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Houtan Bastani
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0cd18c3841
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create include files for estimated parameters
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2019-02-26 15:42:51 +01:00 |
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Stéphane Adjemian (Charybdis)
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f1707039dd
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Adapted disp_dr for new auxilary variables.
diffs, lagged diffs and leaded diffs.
(cherry picked from commit 45fbfe4dce)
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2019-02-25 17:37:49 +01:00 |
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Stéphane Adjemian (Charybdis)
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1aa7f4a93f
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Added PAC with Model Consistent Expectations.
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2019-02-25 17:31:58 +01:00 |
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Stéphane Adjemian (Charybdis)
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ac09ab9dbf
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Removed useless condition.
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2019-02-25 17:31:58 +01:00 |
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Houtan Bastani
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030737b9c0
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sur: fix input checks
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2019-02-25 14:23:48 +01:00 |
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Houtan Bastani
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4399972a2d
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sur: add noniterative option
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2019-02-25 14:23:48 +01:00 |
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Stéphane Adjemian (Charybdis)
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0af3068569
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Handle situations where a PAC model is used in more than one equation.
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2019-02-22 17:58:24 +01:00 |
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Stéphane Adjemian (Charybdis)
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dfb62e4ebc
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Fixed models with fewer targets than EC equations.
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2019-02-21 12:52:12 +01:00 |
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Stéphane Adjemian (Charybdis)
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c96f55309d
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Fixed typo.
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2019-02-21 12:52:12 +01:00 |
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Stéphane Adjemian (Charybdis)
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6e7a2e2c20
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Fixed ordering of the targets.
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2019-02-21 12:52:12 +01:00 |
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Houtan Bastani
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a7165e2c12
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fix tests
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2019-02-19 12:34:30 +01:00 |
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Houtan Bastani
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8f1aef3f57
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get_companion_matrix: evalin base not necessary
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2019-02-14 12:19:34 +01:00 |
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Houtan Bastani
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b92b342c7b
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sur, pooled_fgls: user inv(chol()) instead of chol(inv())
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2019-02-14 10:55:08 +01:00 |
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Houtan Bastani
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db8638ec97
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pooled_fgls: use iterative method and fix bug in M_.Sigma_e
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2019-02-13 15:57:06 +01:00 |
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Houtan Bastani
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9391a770b1
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sur: fix bug in setting M_.Sigma_e entries
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2019-02-13 15:57:06 +01:00 |
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Houtan Bastani
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29c3a86c81
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sur: move to iterative method
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2019-02-13 15:57:06 +01:00 |
Stéphane Adjemia (Scylla)
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3e3f8fbfbc
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Cosmetic changes.
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2019-02-13 15:19:19 +01:00 |
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Stéphane Adjemia (Scylla)
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3cfd588d3f
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Allow initialization with histval block.
[skip ci]
(cherry picked from commit e9688560f6)
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2019-02-13 15:19:18 +01:00 |
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Houtan Bastani
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98591af846
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sur: update M_.Sigma_e using estimated parameters
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2019-02-12 19:57:44 +01:00 |
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Houtan Bastani
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a110896483
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Revert "sur: fix bug with M_.Sigma_e"
This reverts commit 9c76b1da51.
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2019-02-12 19:07:55 +01:00 |
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Houtan Bastani
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fe4fb7df2d
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sur: modify error message
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2019-02-12 17:03:11 +01:00 |
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Houtan Bastani
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91d99fe645
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if find returns empty this ended in a syntax error
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2019-02-12 16:59:23 +01:00 |
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Houtan Bastani
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9c76b1da51
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sur: fix bug with M_.Sigma_e
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2019-02-12 16:55:20 +01:00 |
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Houtan Bastani
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874ba9a641
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put_in_sur_form: simplify function and make robust to potential future changes in dseries
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2019-02-11 16:36:25 +01:00 |
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Houtan Bastani
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a3867a0b34
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put_in_sur_form: fix bug in cross equation restriction
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2019-02-11 16:32:04 +01:00 |
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Houtan Bastani
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ac171747cd
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sur: clean up error messages
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2019-02-11 15:23:36 +01:00 |
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Houtan Bastani
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c8d04e93b9
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sur: fix bug in lhssub when param_names was specified and simplify code
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2019-02-11 15:17:10 +01:00 |
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Houtan Bastani
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0352e9025a
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ols style parsing: allow division in node to be subtracted from LHS
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2019-02-06 12:34:13 +01:00 |
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Houtan Bastani
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106976e6d5
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print info about node on error
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2019-02-06 12:16:27 +01:00 |
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Houtan Bastani
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f9239d5347
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remove unnecessary conversion to string
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2019-02-06 12:14:07 +01:00 |
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Houtan Bastani
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de573890b7
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fix bug in handling unary minus node as uminus is not a valid dseries operation
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2019-02-05 19:52:12 +01:00 |
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Houtan Bastani
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8fdf805f1f
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handle case when node is not passed to error function
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2019-02-05 19:36:11 +01:00 |
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Houtan Bastani
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fd09ba1fca
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ols_style parsing: remove regressors that are equal to zero
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2019-02-05 16:38:25 +01:00 |
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Houtan Bastani
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553f1d3068
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fix bug: line argument was being ignored
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2019-02-01 17:05:10 +01:00 |
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Houtan Bastani
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b2fcd86c35
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print parts of model where there are evaluation errors
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2019-02-01 17:05:10 +01:00 |
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Houtan Bastani
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c36db13bee
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dseries: submodule update
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2019-02-01 16:25:52 +01:00 |
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Houtan Bastani
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eace56ce49
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use switch statement instead of eval
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2019-02-01 14:28:27 +01:00 |
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Houtan Bastani
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8ddcccf18e
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ols-style parsing: modify parsing to accommodate a larger set of expressions
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2019-02-01 14:25:35 +01:00 |
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Houtan Bastani
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c9423fe3ab
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ols parsing: fix bug in check
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2019-02-01 13:21:59 +01:00 |
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Houtan Bastani
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ff2ca5fc17
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remove unnecessary function
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2019-02-01 12:04:46 +01:00 |
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Houtan Bastani
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f4b8735431
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pooled_ols: only save certain variables oo_ structure when passing back to pooled_fgls
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2019-02-01 11:50:01 +01:00 |
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Houtan Bastani
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0121e709fe
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pooled_ols/pooled_fgls: fix bug in call to function
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2019-02-01 11:45:16 +01:00 |
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Houtan Bastani
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e758d5bdc9
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ols parsing: fix bug: node value is not stored as string in AST
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2019-02-01 11:37:41 +01:00 |
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Houtan Bastani
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1f3e027a09
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fix typo
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2019-02-01 11:12:25 +01:00 |
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Houtan Bastani
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4c64b9108a
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Revert "Revert "handle constant equations in preprocessor""
This reverts commit 850d1dcc95.
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2019-01-30 12:29:33 +01:00 |
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Houtan Bastani
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c544f4a02c
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small improvement
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2019-01-30 12:29:08 +01:00 |
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Houtan Bastani
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850d1dcc95
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Revert "handle constant equations in preprocessor"
This reverts commit bcce997112.
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2019-01-29 00:38:01 +01:00 |
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Houtan Bastani
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bcce997112
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handle constant equations in preprocessor
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2019-01-28 17:56:10 +01:00 |
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Stéphane Adjemia (Scylla)
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74520e77bf
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Allow for lags on endogenous variable in growth option of pac_model.
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2019-01-28 11:25:30 +01:00 |
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Houtan Bastani
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668e641a6a
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create report for SUR estimation
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2019-01-25 18:11:27 +01:00 |
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Houtan Bastani
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6d447f195a
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sur: add model_name option
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2019-01-25 18:11:26 +01:00 |
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Houtan Bastani
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35cabed989
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reporting: submodule update
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2019-01-25 18:11:26 +01:00 |
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Houtan Bastani
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73ea0c2fe3
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fix typo in comment
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2019-01-24 12:42:08 +01:00 |
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Houtan Bastani
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9bc1833a36
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sur: fix bug in returned fitted value
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2019-01-24 12:21:36 +01:00 |
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Houtan Bastani
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ab5a19f08a
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sur: fix bug in check of returned matrices
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2019-01-24 11:38:40 +01:00 |
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Houtan Bastani
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a402554083
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fix bug in b219a99a16
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2019-01-24 11:30:53 +01:00 |
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Houtan Bastani
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b219a99a16
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olsgibbs: fix bug in returned fitted value
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2019-01-24 11:23:23 +01:00 |
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Houtan Bastani
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d52ee5d290
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fix comment
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2019-01-24 11:20:39 +01:00 |
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Houtan Bastani
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99d770382b
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change indexing into X.name
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2019-01-23 15:48:46 +01:00 |
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Houtan Bastani
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7632c4f071
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use vobs instead of length(X.name)
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2019-01-23 15:48:46 +01:00 |
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Houtan Bastani
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d1afd56134
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small fixes (comments, argument checks)
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2019-01-22 16:11:03 +01:00 |
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Houtan Bastani
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e1b01d9225
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common parsing: jsonmodel not necessary as tag info is in AST
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2019-01-22 16:10:42 +01:00 |
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Houtan Bastani
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078e1ab99e
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fix bug in ols common parsing routines causing ordering of regressor columns to change
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2019-01-22 15:25:17 +01:00 |
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Houtan Bastani
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9d413e2f8f
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use vobs() instead of length(ds.name)
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2019-01-22 15:23:42 +01:00 |
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Houtan Bastani
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f514d443b6
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aesthetic fix
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2019-01-22 00:40:57 +01:00 |
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Houtan Bastani
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63054a5728
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olsgibbs: fix checks of input arguments
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2019-01-22 00:08:09 +01:00 |
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Houtan Bastani
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0406a2ae15
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handle zeroed out equations in SUR
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2019-01-21 15:57:11 +01:00 |
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Houtan Bastani
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875381379f
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sur: fix bug in creation of SUR matrices; handle random walk equation regardless of order in model equations
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2019-01-18 15:07:24 +01:00 |
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Houtan Bastani
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cf0d8f319e
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remove extra whitespace
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2019-01-18 14:09:40 +01:00 |
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Houtan Bastani
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3293ff62c1
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handle nested UnaryOpNodes in OLS-style equations
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2019-01-18 11:50:10 +01:00 |
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Houtan Bastani
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0badb00687
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handle AR(1) with no parameter
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2019-01-17 18:57:24 +01:00 |
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Houtan Bastani
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cfd9eff6fb
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simplify common parsing
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2019-01-17 18:06:43 +01:00 |
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Houtan Bastani
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b62ec7dc55
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handle hard-coded constant*variable in AR(1)
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2019-01-17 18:06:36 +01:00 |
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Houtan Bastani
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4c133ac23a
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olsgibbs: small fixes
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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556b5b6e88
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small change to avoid an extra conditional
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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4dbbdb2c09
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move common dates to parsing function
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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ee8e8c4282
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small simplification
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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0fb88114c1
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rename functions and change error message to be more general is parsing is shared between several different functions
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2019-01-16 14:53:22 +01:00 |
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Houtan Bastani
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bb9418a473
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dyn_ols: only one output from function, remove varargout
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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03eaac8b6d
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make plot_contributions use get_ast_jsonmodel
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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9a61c57102
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remove functions that are no longer used
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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f755cfdcd4
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surgibbs: small fixes
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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3247b1aa02
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pooled_fgls: fix and update
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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e4dc7c403e
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parse residual information
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2019-01-16 14:53:21 +01:00 |
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Houtan Bastani
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72081e640e
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pooled_ols: fix dates
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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efe0a15e0e
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comment out code
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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9ed97b88c1
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account for potentially differing number of observations per equation when creating SUR matrices
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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a7181a8151
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fix common parsing function to impose same dates per equation
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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3427d93c09
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add comment to function
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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5d80fc903b
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pooled_ols: fix up and use common parsing
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2019-01-16 14:53:20 +01:00 |
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Houtan Bastani
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1e41235b6b
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common parsing: small fixes
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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934a22c3a7
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sur: small fixes
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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ef391b1304
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surgibbs: fix up and make work with sur changes
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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f8c0282b01
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sur: fix up and use common code to create matrices
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2019-01-16 14:53:19 +01:00 |
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Houtan Bastani
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d8f26525b0
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olsgibbs: fix up and use common parsing functions
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2019-01-16 14:53:19 +01:00 |
