function plot_icforecast(Variables,periods,options_,oo_) % Build plots for the conditional forecasts. % % INPUTS % o Variables [cell] Names of the endogenous variables to be plotted. % o periods [int] Number of periods to be plotted. % o options_ [structure] Options. % o oo_ [structure] Storage of results. % % OUTPUTS % None. % % SPECIAL REQUIREMENTS % This routine has to be called after imcforecast.m. % Copyright © 2006-2023 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 . if ~isfield(oo_, 'conditional_forecast') error('Can''t find conditional forecasts'); else forecasts = oo_.conditional_forecast; end forecast_periods = length(forecasts.cond.Mean.(Variables{1})); if nargin==1 || isempty(periods) % Set default number of periods. periods=forecast_periods; else periods=periods+1; %take care of initial period that is not forecasted end if periods>forecast_periods fprintf('\nplot_icforecast:: Number of periods for plotting exceeds forecast horizon. Setting periods to %d.\n',forecast_periods-1) periods=forecast_periods; end forecasts.graph.OutputDirectoryName = CheckPath('graphs',forecasts.graph.fname); for i=1:length(Variables) ci1 = forecasts.cond.ci.(Variables{i}); m1 = forecasts.cond.Mean.(Variables{i}); ci2 = forecasts.uncond.ci.(Variables{i}); m2 = forecasts.uncond.Mean.(Variables{i}); build_figure(Variables{i},ci1(:,1:periods),ci2(:,1:periods),m1(1:periods),m2(1:periods),options_,forecasts.graph); end function build_figure(name,cci1,cci2,mm1,mm2,options_,graphoptions) hh_fig = dyn_figure(options_.nodisplay,'Name',['Conditional forecast (' graphoptions.title ,'): ' name '.']); H = length(mm1); h1 = area(1:H,cci1(2,1:H),'BaseValue',min([min(cci1(1,:)),min(cci2(1,:))]),'FaceColor',[.9 .9 .9]); hold on h2 = area(1:H,cci1(1,1:H),'BaseValue',min([min(cci1(1,:)),min(cci2(1,:))]),'FaceColor',[1 1 1]); plot(1:H,mm1,'-k','linewidth',3) plot(1:H,mm2,'--k','linewidth',3) plot(1:H,cci2(1,:),'--k','linewidth',1) plot(1:H,cci2(2,:),'--k','linewidth',1) axis tight hold off dyn_saveas(hh_fig,[graphoptions.OutputDirectoryName '/Conditional_forecast_',strrep(deblank(graphoptions.title),' ','_'),'_',name],options_.nodisplay,options_.graph_format)