dynare/matlab/subst_auxvar.m

109 lines
4.2 KiB
Matlab

function str = subst_auxvar(var_index, aux_lead_lag, M_)
% Given the index of an endogenous (possibly an auxiliary var), and a
% lead/lag, creates a string of the form "x(lag)".
% In the case of auxiliary vars for lags, replace by the original variable
% name, and compute the lead/lag accordingly.
% INPUTS
% - aux_index [double] index of auxiliary variable
% - aux_lead_lag [double] index for lead or lag
% - M_ [struct] model structure
%
% OUTPUTS
% - str [string] name of auxiliary
% Copyright © 2001-2022 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 <https://www.gnu.org/licenses/>.
if var_index <= M_.orig_endo_nbr
str = sprintf('%s(%d)', M_.endo_names{var_index}, aux_lead_lag);
return
end
aux_index=find([M_.aux_vars(:).endo_index]==var_index);
if ~isempty(aux_index)
switch M_.aux_vars(aux_index).type
case 0
% endo leads >= 2
str = sprintf('%s(%d)', M_.endo_names{var_index}, aux_lead_lag);
return
case 1
% endo lags >= 2
orig_name = M_.endo_names{M_.aux_vars(aux_index).orig_index};
case 2
% exo leads >= 1
str = sprintf('%s(+1)', M_.aux_vars(aux_index).orig_expr);
return
case 3
% exo lags >= 1
orig_name = M_.exo_names{M_.aux_vars(aux_index).orig_index};
if M_.aux_vars(aux_index).orig_lead_lag==0
str = sprintf('%s(%d)', orig_name, M_.aux_vars(aux_index).orig_lead_lag+aux_lead_lag-1);%orig_lead_lag is actually -1 due to being a lagged exogenous
else
str = sprintf('%s(%d)', orig_name, M_.aux_vars(aux_index).orig_lead_lag+aux_lead_lag);
end
return;
case 4
% Expectation operator
str = sprintf('%s', M_.aux_vars(aux_index).orig_expr);
return
case 6
% Ramsey's multipliers
if ~isempty(aux_lead_lag)
str = sprintf('%s(%d)', M_.endo_names{M_.aux_vars(aux_index).endo_index}, aux_lead_lag);
else
str = sprintf('%s', M_.endo_names{M_.aux_vars(aux_index).endo_index});
end
return
case 7
% Log-transformation of a variable
str = sprintf('log(%s(%d))', M_.endo_names{M_.aux_vars(aux_index).orig_index}, aux_lead_lag);
return;
case 8
% Diff operator
str = sprintf('diff(%s)', M_.endo_names{M_.aux_vars(aux_index).orig_index});
return
case 9
% Lagged diff
lags = 0;
j = aux_index;
while M_.aux_vars(j).type==9
j = M_.aux_vars(j).orig_index;
lags = lags+1;
end
str = sprintf('diff(%s(-%u))', M_.endo_names{M_.aux_vars(j).orig_index}, lags);
return
case 10
% Variable created when diff was taken of unary operator (log, exp)
error('This type of auxiliary variable should not occur, please contact the developers.')
case 11
% Leaded diff
leads = 0;
j = aux_index;
while M_.aux_vars(j).type==11
j = M_.aux_vars(j).orig_index;
lags = lags+1;
end
str = sprintf('diff(%s(%u))', M_.endo_names{M_.aux_vars(j).orig_index}, leads);
return
otherwise
error('Invalid auxiliary type: %s', M_.endo_names{var_index})
end
str = sprintf('%s(%d)', orig_name, M_.aux_vars(aux_index).orig_lead_lag+aux_lead_lag);
return
else
error('Could not find aux var: %s', M_.endo_names{var_index})
end