Commit Graph

7 Commits (e9ffb16ec62b8e6cba2ca1dc84e8c4c65d8a45f0)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) cd2ed823b6
Fix constant in VAR and PAC expectations...
When the VAR auxiliary model has a constant.
2021-07-21 18:02:11 +02:00
Sébastien Villemot 91b0ba64c6
Testsuite: rename all test files that have the name “example.mod”
That filename conflicts with Octave’s builtin example() function.
2021-01-15 17:19:41 +01:00
Stéphane Adjemia (Scylla) 53ab321de8
Added the possibility to use linear expressions in VAR_EXPECTATION_MODEL.
See tests/var-expectations/9/example.mod for a self documented example.

Also updated all the integration tests using the option `expression` instead of
`variable` (which is deprecated and will be removed at some point).
2018-11-30 23:36:06 +01:00
Stéphane Adjemia (Scylla) 83c9b0d5b6 Make rool for trend_component_model in var_expectation.
Not yet working, a bug in the preprocessor remains to be fixed. The
preprocessor does not create the correct number of reduced form parameters
for VAR_EXPECTATION when the auxiliary model is a trend component model,
because it ignores the fact that the model has to be rewritten in levels.
2018-08-27 14:37:26 +02:00
Houtan Bastani 6ec9758313 update var_expectation code and tests for change in field name 2018-08-23 10:38:39 +02:00
Stéphane Adjemian(Charybdis) 349cd25b8a Added an integration test for VAR_EXPECTATION_MODEL.
+ small cosmetic changes.
2018-08-09 09:05:39 +02:00
Stéphane Adjemian(Charybdis) f8f8ce5120 Added integration tests for VAR_EXPECTATION_MODEL. 2018-08-08 22:58:27 +02:00