disp_th_moments

 Copyright (C) 2001 Michel Juillard

0001 % Copyright (C) 2001 Michel Juillard
0002 %
0003 function disp_th_moments(dr,var_list)
0004   global M_ oo_ options_
0005   
0006   nvar = size(var_list,1);
0007   if nvar == 0
0008     nvar = length(dr.order_var);
0009     ivar = [1:nvar]';
0010   else
0011     ivar=zeros(nvar,1);
0012     for i=1:nvar
0013       i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact');
0014       if isempty(i_tmp)
0015           error (['One of the variable specified does not exist']) ;
0016       else
0017     ivar(i) = i_tmp;
0018       end
0019     end
0020   end
0021   
0022   m = dr.ys(ivar);
0023 
0024   oo_.gamma_y = th_autocovariances(dr,ivar);
0025   
0026   i1 = find(abs(diag(oo_.gamma_y{1})) > 1e-12);
0027   s2 = diag(oo_.gamma_y{1});
0028   sd = sqrt(s2);
0029   if options_.order == 2
0030     m = m+oo_.gamma_y{options_.ar+3};
0031   end
0032   
0033   z = [ m sd s2 ];
0034   oo_.mean = m;
0035   oo_.var = oo_.gamma_y{1};
0036   
0037   lh = size(deblank(M_.endo_names(ivar,:)),2)+2;
0038   if options_.nomoments == 0
0039     title='THEORETICAL MOMENTS';
0040     if options_.hp_filter == 1
0041       title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
0042     end
0043     headers=strvcat('VARIABLE','MEAN','STD. DEV.','VARIANCE');
0044     table(title,headers,deblank(M_.endo_names(ivar,:)),z,lh,11,4);
0045     if M_.exo_nbr > 1
0046       disp(' ')
0047       title='VARIANCE DECOMPOSITION (in percent)';
0048       if options_.hp_filter == 1
0049     title = [title ' (HP filter, lambda = ' ...
0050          int2str(options_.hp_filter) ')'];
0051       end
0052       headers = M_.exo_names;
0053       headers(M_.exo_names_orig_ord,:) = headers;
0054       headers = strvcat(' ',headers);
0055       table(title,headers,deblank(M_.endo_names(ivar(i1),:)),100*oo_.gamma_y{options_.ar+2}(i1,:), ...
0056         lh,8,2);
0057     end
0058   end
0059   
0060   if options_.nocorr == 0
0061     disp(' ')
0062     title='MATRIX OF CORRELATIONS';
0063     if options_.hp_filter == 1
0064       title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
0065     end
0066     labels = deblank(M_.endo_names(ivar,:));
0067     headers = strvcat('Variables',labels(i1,:));
0068     corr = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
0069     table(title,headers,labels(i1,:),corr,lh,8,4);
0070   end
0071   
0072   if options_.ar > 0
0073     disp(' ')
0074     title='COEFFICIENTS OF AUTOCORRELATION';
0075     if options_.hp_filter == 1
0076       title = [title ' (HP filter, lambda = ' int2str(options_.hp_filter) ')'];
0077     end
0078     labels = deblank(M_.endo_names(ivar(i1),:));
0079     headers = strvcat('Order ',int2str([1:options_.ar]'));
0080     z=[];
0081     for i=1:options_.ar
0082       oo_.autocorr{i} = oo_.gamma_y{i+1};
0083       z(:,i) = diag(oo_.gamma_y{i+1}(i1,i1));
0084     end
0085     table(title,headers,labels,z,0,8,4);
0086   end
0087   
0088 % 10/09/02 MJ
0089 % 10/18/02 MJ added th_autocovariances() and provided for lags on several
0090 % periods
0091 % 10/30/02 MJ added correlations and autocorrelations, uses table()
0092 %             oo_.gamma_y is now a cell array.
0093 % 02/18/03 MJ added subtitles for HP filter
0094 % 05/01/03 MJ corrected options_.hp_filter
0095 % 05/21/03 MJ variance decomposition: test M_.exo_nbr > 1
0096 % 05/21/03 MJ displays only variables with positive variance