87 lines
2.7 KiB
Matlab
87 lines
2.7 KiB
Matlab
function set_historical_values(ds, initialperiod)
|
|
|
|
% Builds endo_histval and exo_hsitval from the content of a dseries object.
|
|
%
|
|
% INPUTS
|
|
% - ds [dseries] Dataset.
|
|
% - initialperiod [dates] Initial period of the simulation.
|
|
%
|
|
% OUTPUTS
|
|
% - none
|
|
|
|
% Copyright © 2018 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 <https://www.gnu.org/licenses/>.
|
|
|
|
global M_
|
|
|
|
if ischar(ds)
|
|
ds = evalin('caller', ds);
|
|
end
|
|
|
|
if ischar(initialperiod)
|
|
initialperiod = eval(initialperiod);
|
|
end
|
|
|
|
% Initialize endo_histval.
|
|
M_.endo_histval = zeros(M_.endo_nbr, M_.orig_maximum_endo_lag);
|
|
|
|
% Fill endo_histval.
|
|
k = 1;
|
|
for i = 1:M_.endo_nbr
|
|
if i <= M_.orig_endo_nbr
|
|
if M_.lead_lag_incidence(1,i) > 0
|
|
if any(strcmp(M_.endo_names{i}, ds.name))
|
|
M_.endo_histval(i, M_.maximum_endo_lag) = ...
|
|
ds{M_.endo_names{i}}(initialperiod).data;
|
|
else
|
|
error('Can''t find %s in dseries', M_.endo_names{i})
|
|
end
|
|
end
|
|
else
|
|
a = M_.aux_vars(k);
|
|
if a.type == 1
|
|
if any(strcmp(M_.endo_names{a.orig_index}, ds.name))
|
|
M_.endo_histval(i,M_.maximum_endo_lag) = ...
|
|
ds{M_.endo_names{a.orig_index}}(initialperiod+a.orig_lead_lag).data;
|
|
else
|
|
error('Can''t find %s in dseries', M_.endo_names{a.orig_index})
|
|
end
|
|
end
|
|
k = k + 1;
|
|
end
|
|
end
|
|
|
|
% If model has lags on exogenous variables, initialize and fill exo_histval
|
|
if M_.maximum_exo_lag
|
|
M_.exo_histval = zeros(M_.maximum_exo_lag, M_.exo_nbr);
|
|
exo_list = M_.exo_names;
|
|
available_exo_variables = ismember(exo_list, ds.name);
|
|
if any(~available_exo_variables)
|
|
skipline()
|
|
disp('Some exogenous variables are not available in the dseries object.')
|
|
disp('Default value for lagged exogenous variables is zero.')
|
|
skipline()
|
|
end
|
|
for t = 1:M_.maximum_exo_lag
|
|
for i=1:M_.exo_nbr
|
|
if available_exo_variables(i)
|
|
M_.exo_histval(M_.maximum_exo_lag+1-t,i) = ds{exo_list{i}}(initialperiod-t).data;
|
|
end
|
|
end
|
|
end
|
|
end
|