129 lines
3.7 KiB
Matlab
129 lines
3.7 KiB
Matlab
function b = islagof(v1, v2)
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% Returns true if and only if variable v1 is a lag of variable v2.
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%
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% INPUTS
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% - v1 [string] Variable name.
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% - v2 [string] Variable name.
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%
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% OUTPUTS
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% - b [logical]
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% Copyright © 2018 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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global M_
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if ~ischar(v1) && isscalar(v1) && isnumeric(v1) && isint(v1)
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id1 = v1;
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if id1>M_.endo_nbr
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error('First input must be an integer between 1 and %u', M_.endo_nbr)
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end
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end
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if ~ischar(v2) && isscalar(v2) && isnumeric(v2) && isint(v2)
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id2 = v2;
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if id2>M_.endo_nbr
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error('First input must be an integer between 1 and %u', M_.endo_nbr)
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end
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end
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% Set output default value
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b = false;
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% Get index of v1
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if ischar(v1)
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id1 = find(strcmp(v1, M_.endo_names));
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end
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if isempty(id1)
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error('First input must be a variable name.')
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end
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% Get index of v2
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if ischar(v2)
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id2 = find(strcmp(v2, M_.endo_names));
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end
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if isempty(id2)
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error('Second input must be a variable name.')
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end
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% A variable cannot be a lag of itself.
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if isequal(id1, id2)
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return
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end
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% Are v1 and v2 auxiliary variables?
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v1_is_an_auxiliary_variable = id1>M_.orig_endo_nbr;
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v2_is_an_auxiliary_variable = id2>M_.orig_endo_nbr;
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% At least one of the variables must be an auxiliary variable
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if ~v1_is_an_auxiliary_variable && ~v2_is_an_auxiliary_variable
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return
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end
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% If v1 and v2 are auxiliary variables
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if v1_is_an_auxiliary_variable && v2_is_an_auxiliary_variable
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auxinfo1 = M_.aux_vars(get_aux_variable_id(id1));
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auxinfo2 = M_.aux_vars(get_aux_variable_id(id2));
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isleadlag1 = ismember(auxinfo1.type, [1,0]);
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isleadlag2 = ismember(auxinfo2.type, [1,0]);
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% If v1 and v2 are lead/lag auxiliary variables
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if isleadlag1 && isleadlag2
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% If v1 and v2 are lead/lag of a common endogenous variable.
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if auxinfo1.orig_index && auxinfo2.orig_index
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if auxinfo1.orig_lead_lag<auxinfo2.orig_lead_lag
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b = true;
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end
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end
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return
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end
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isdiff1 = ismember(auxinfo1.type, [8,9]);
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isdiff2 = ismember(auxinfo1.type, [8,9]);
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if isdiff1 && isdiff2
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if isequal(auxinfo1.type, 9) && isequal(auxinfo2.type, 8)
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while isequal(auxinfo1.type, 9)
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if isequal(auxinfo1.orig_index, id2)
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b = true;
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end
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auxinfo1 = M_.aux_vars(get_aux_variable_id(auxinfo1.orig_index));
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end
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end
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return
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end
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end
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if v1_is_an_auxiliary_variable && ~v2_is_an_auxiliary_variable
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auxinfo1 = M_.aux_vars(get_aux_variable_id(id1));
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% If v1 is not an auxiliary of type 1, it cannot be a lag of v2
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if isequal(auxinfo1.type, 1)
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if isequal(auxinfo1.orig_index, id2)
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b = true;
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end
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end
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end
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if ~v1_is_an_auxiliary_variable && v2_is_an_auxiliary_variable
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auxinfo2 = M_.aux_vars(get_aux_variable_id(id2));
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% If v2 is not an auxiliary of type 0, v1 cannot be a lag of v2
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if isequal(auxinfo2.type, 0)
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if isequal(auxinfo2.orig_index, id1)
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b = true;
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end
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end
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end |