Commit Graph

7 Commits (e32b87d4b3143772889240ce963f33db25487e92)

Author SHA1 Message Date
Stéphane Adjemian(Charybdis) aa4cabcbeb Fixed bug (simulation of backward models).
Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Stéphane Adjemian (Scylla) 6dde1b1ee7 Allow calibrated innovations with simul_backward_model routine. 2017-09-29 10:29:40 +02:00
Stéphane Adjemian (Scylla) 510eccd965 Fixed routines for backward model simulation (with IRFs and forecasts). 2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla) 1cd20acd7d Code factorization.
(cherry picked from commit 77b1d14083)
2017-07-29 14:12:50 +02:00
Stéphane Adjemian (Charybdis) a1f86b97e2 Allow lags on exogenous variables for backward models forecasts and IRFs.
TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7)
2017-06-14 00:08:14 +02:00
Stéphane Adjemian (Charybdis) 5570bf1588 Moved backward models related routines in specific subfolder.
(cherry picked from commit 214b534b25)
2017-06-14 00:01:48 +02:00