bb0660d506
Added integration tests (trend component models).
2019-03-29 17:58:03 +01:00
7b7bca8bda
Generalised trend component model.
...
Added the possibility to associate more than one trend to an endogenous
variable. The number of error correction equations is longer required to be
equal to the number of trends.
2019-03-29 17:52:46 +01:00
4ac5ebbefc
add var AR test
2019-03-15 14:22:50 +01:00
dccabecee7
fix trend-component tests
2019-03-15 13:29:15 +01:00
4943bf5fd1
Updated integration tests fro trend component models.
2019-02-21 12:52:12 +01:00
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
eb52cc9953
preprocessor: submodule update
2019-02-14 17:41:07 +01:00
2c890f924a
Removed useless tags.
2018-10-24 14:28:32 +02:00
1c1a3ea0a4
Removed tests on targets.
...
A target does not need to be a random walk. Also added a new integration
test (where the target is a constant, 0).
2018-10-24 12:06:14 +02:00
a680cea095
Fixed integration test for trend component model (equation ordering).
2018-09-28 17:39:14 +02:00
11a882d66f
Fixed bug in integration tests (trends-->targets).
2018-09-28 12:23:37 +02:00
974bcd92ae
Merge branch 'ecb-master' into ecb-master-targets
2018-09-25 14:41:11 +02:00
b6fc811ce8
fix typo
2018-09-25 12:11:21 +02:00
031e2c87c6
New version of get_companion_matrix + new integration test.
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The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
eb316d7e2d
update files for change of option name from `trends` to `targets`
2018-09-13 12:24:32 +02:00
2e547edd26
add test files for preprocessor AR/EC matrices
2018-09-12 19:00:28 +02:00
5ea0c8098b
Ensure that the ordering of the trend variables is consistent...
...
... With the ordering of the EC variables.
2018-09-03 17:35:59 +02:00
8276acb55f
Added integration tests for TREND_COMPONENT model.
2018-08-30 12:02:48 +02:00
7bcc5b9f42
Added integration tests for VAR_MODEL.
...
Check the AR matrices.
2018-08-29 17:43:35 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Stéphane Adjemia (Scylla)
Stéphane Adjemian(Charybdis)