function [trend_addition, trend_coeff]=compute_trend_coefficients(M_,options_,nvarobs,ntobs) % [trend_addition, trend_coeff]=compute_trend_coefficients(M_,options_,nvarobs,ntobs) % Computes the trend coefficiencts and the trend, accounting for % prefiltering % % INPUTS % M_ [structure] describing the model; called in the eval % statement % options_ [structure] describing the options % nvarobs [scalar] number of observed variables % ntobs [scalar] length of data sample for estimation % % OUTPUTS % trend_addition [nvarobs by ntobs double] matrix storing deterministic % trend component % trend_coeff [nvarobs by 1] vector storing trend slope % % SPECIAL REQUIREMENTS % none % Copyright © 2014-2023 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . trend_coeff = zeros(nvarobs,1); t = options_.trend_coeffs; for i=1:length(t) if ~isempty(t{i}) trend_coeff(i) = eval(t{i}); end end trend_addition=trend_coeff*[options_.first_obs:options_.first_obs+ntobs-1]; if options_.prefilter trend_addition = bsxfun(@minus,trend_addition,mean(trend_addition,2)); end