function perfect_foresight_with_expectation_errors_setup % Copyright © 2021-2022 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_ ys0_ if ~isempty(ys0_) error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with endval') end if ~isempty(M_.endo_histval) error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with histval') end if ~isempty(oo_.initval_series) error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with histval_file/initval_file') end periods = options_.periods; %% Read CSV file if ~exist(options_.datafile, 'file') error(['perfect_foresight_with_expectation_errors_setup: cannot find ' options_.datafile ]) end %% We can’t use readcell (only in MATLAB ≥ R2019a), so instead rely on csvread and manual hacks % Read numeric data, skipping first row and first column raw_csv = csvread(options_.datafile, 1, 1); if size(raw_csv, 1)-2 ~= periods error(['perfect_foresight_with_expectation_errors_setup: the number of rows in ' options_.datafile ' does not match the periods setting']) end % Read first line (exogenous variable names) fid = fopen(options_.datafile); csv_first_line = fgetl(fid); fclose(fid); exo_header_names = strsplit(csv_first_line, ','); exo_header_names = exo_header_names(2:end); % Remove first column if numel(exo_header_names) ~= size(raw_csv, 2) error(['perfect_foresight_with_expectation_errors_setup: first line malformed in ' options_.datafile]) end %% Create and fill structures containing information sets oo_.pfwee.terminal_info = NaN(M_.exo_nbr, periods); % 2nd dimension is informational time oo_.pfwee.shocks_info = NaN(M_.exo_nbr, periods, periods); % 2nd dimension is real time, 3rd dimension is informational time for i = 1:size(raw_csv, 2) exo_id = strmatch(exo_header_names{i}, M_.exo_names, 'exact'); period_id = raw_csv(1, i); % Ignore irrelevant periods when copying shocks information oo_.pfwee.shocks_info(exo_id, period_id:end, period_id) = raw_csv(1+period_id:end-1, i); oo_.pfwee.terminal_info(exo_id, period_id) = raw_csv(end, i); end % Build initial paths for endos and exos (only initial conditions are set, the rest is NaN) oo_.endo_simul = [repmat(oo_.steady_state, 1, M_.maximum_lag) NaN(M_.endo_nbr, periods+M_.maximum_lead)]; oo_.exo_simul = [repmat(oo_.exo_steady_state',M_.maximum_lag,1); NaN(periods+M_.maximum_lead,M_.exo_nbr)];