Commit Graph

105 Commits (e9ffb16ec62b8e6cba2ca1dc84e8c4c65d8a45f0)

Author SHA1 Message Date
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) 4004d8d442 Allow for lags in exogenous variables.
(cherry picked from commit b8e2eec878)
2017-06-14 00:05:50 +02:00
Stéphane Adjemian (Charybdis) b398a65eb9 Added routine for computing unconditional forecasts of a backward looking model.
(cherry picked from commit d93b6b2f15)
2017-06-14 00:05:32 +02:00
Stéphane Adjemian (Charybdis) cfd82e28e4 Added routine computing IRFs of backward looking model.
(cherry picked from commit 647505526a)
2017-06-14 00:05:16 +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