function disp_th_moments(dr,var_list) % Display theoretical moments of variables % Copyright (C) 2001-2013 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 . global M_ oo_ options_ if size(var_list,1) == 0 var_list = M_.endo_names(1:M_.orig_endo_nbr, :); end nvar = size(var_list,1); ivar=zeros(nvar,1); for i=1:nvar i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact'); if isempty(i_tmp) error (['One of the variable specified does not exist']) ; else ivar(i) = i_tmp; end end [oo_.gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_); m = dr.ys(ivar); non_stationary_vars = setdiff(1:length(ivar),stationary_vars); m(non_stationary_vars) = NaN; i1 = find(abs(diag(oo_.gamma_y{1})) > 1e-12); s2 = diag(oo_.gamma_y{1}); sd = sqrt(s2); if options_.order == 2 m = m+oo_.gamma_y{options_.ar+3}; end z = [ m sd s2 ]; oo_.mean = m; oo_.var = oo_.gamma_y{1}; if ~options_.noprint %options_.nomoments == 0 if options_.order == 2 title='APROXIMATED THEORETICAL MOMENTS'; else title='THEORETICAL MOMENTS'; end if options_.hp_filter title = [title ' (HP filter, lambda = ' num2str(options_.hp_filter) ')']; end headers=char('VARIABLE','MEAN','STD. DEV.','VARIANCE'); labels = deblank(M_.endo_names(ivar,:)); lh = size(labels,2)+2; dyntable(title,headers,labels,z,lh,11,4); if M_.exo_nbr > 1 && size(stationary_vars, 1) > 0 disp(' ') if options_.order == 2 title='APPROXIMATED VARIANCE DECOMPOSITION (in percent)'; else title='VARIANCE DECOMPOSITION (in percent)'; end if options_.hp_filter title = [title ' (HP filter, lambda = ' ... num2str(options_.hp_filter) ')']; end headers = M_.exo_names; headers(M_.exo_names_orig_ord,:) = headers; headers = char(' ',headers); lh = size(deblank(M_.endo_names(ivar(stationary_vars),:)),2)+2; dyntable(title,headers,deblank(M_.endo_names(ivar(stationary_vars), ... :)),100*oo_.gamma_y{options_.ar+2}(stationary_vars,:),lh,8,2); end conditional_variance_steps = options_.conditional_variance_decomposition; if length(conditional_variance_steps) oo_ = display_conditional_variance_decomposition(conditional_variance_steps,... ivar,dr,M_, ... options_,oo_); end end if length(i1) == 0 disp(' ') disp('All endogenous are constant or non stationary, not displaying correlations and auto-correlations') disp(' ') return; end if options_.nocorr == 0 && size(stationary_vars, 1) > 0 corr = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)'); if ~options_.noprint, disp(' ') if options_.order == 2 title='APPROXIMATED MATRIX OF CORRELATIONS'; else title='MATRIX OF CORRELATIONS'; end if options_.hp_filter title = [title ' (HP filter, lambda = ' num2str(options_.hp_filter) ')']; end labels = deblank(M_.endo_names(ivar(i1),:)); headers = char('Variables',labels); lh = size(labels,2)+2; dyntable(title,headers,labels,corr,lh,8,4); end end if options_.ar > 0 && size(stationary_vars, 1) > 0 z=[]; for i=1:options_.ar oo_.autocorr{i} = oo_.gamma_y{i+1}; z(:,i) = diag(oo_.gamma_y{i+1}(i1,i1)); end if ~options_.noprint, disp(' ') if options_.order == 2 title='APPROXIMATED COEFFICIENTS OF AUTOCORRELATION'; else title='COEFFICIENTS OF AUTOCORRELATION'; end if options_.hp_filter title = [title ' (HP filter, lambda = ' num2str(options_.hp_filter) ')']; end labels = deblank(M_.endo_names(ivar(i1),:)); headers = char('Order ',int2str([1:options_.ar]')); lh = size(labels,2)+2; dyntable(title,headers,labels,z,lh,8,4); end end