7 Commits (edede274f27e1fcd4d43037e0cebae105c37adbd)

Author	SHA1	Message	Date
Stéphane Adjemian (Charybdis)	edede274f2	Make the detection of the target in PAC equation more robust. ... In a PAC equation, the error correction term must be written as: β×(yₜ₋₁-xₜ₋₁) where x is the endogenous variable determined by the equation and y the target for x. The ordering matters, if not respected the preprocessor wll not identify the error correction term (hence the target) and will throw an error. The target must be an endogenous variable or the log of an endogenous variable. For a more general target, ie an expression, one can create an auxiliary variable. We impose the ordering, target comes first in the error correction term, so that the stability condition is always β>0 (this constraint can be enforced when estimating the PAC equation).	2020-07-24 17:36:31 +02:00
Stéphane Adjemian (Charybdis)	40918f4316	Fixed condition in integration tests for ec.istarget.	2019-03-07 09:39:14 +01:00
Stéphane Adjemian (Charybdis)	9eb64a0b64	Updated preprocessor submodule. ... Fixes exogenous variables in PAC equation without non optimizing behaviour.	2019-03-06 15:39:00 +01:00
Stéphane Adjemian (Charybdis)	0af3068569	Handle situations where a PAC model is used in more than one equation.	2019-02-22 17:58:24 +01:00
Stéphane Adjemia (Scylla)	524085927d	Removed useless tag (data_type).	2018-10-24 18:45:38 +02:00
Houtan Bastani	eb316d7e2d	update files for change of option name from `trends` to `targets`	2018-09-13 12:24:32 +02:00
Stéphane Adjemian(Charybdis)	8d84d0b38b	Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' ... git-subtree-dir: tests/pac git-subtree-mainline: 0f3678ec4a git-subtree-split: 72dda0e3eb	2018-09-06 23:35:53 +02:00