119 lines
4.8 KiB
HTML
119 lines
4.8 KiB
HTML
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<title>Description of forcst</title>
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > forcst.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>forcst
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong></strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function [yf,var_yf]=forcst(dr,y0,k,m) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"></pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="make_ex_.html" class="code" title="function make_ex_">make_ex_</a> Copyright (C) 2001 Michel Juillard</li><li><a href="simult_.html" class="code" title="function y_=simult_(y0,dr,ex_,iorder)">simult_</a> Copyright (C) 2001 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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</ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <a name="_sub0" href="#_subfunctions" class="code">function [yf,var_yf]=forcst(dr,y0,k,m)</a>
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0002 <span class="keyword">global</span> M_ oo_ options_
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0003
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0004 options_.periods = k;
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0005 <a href="make_ex_.html" class="code" title="function make_ex_">make_ex_</a>;
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0006 yf = <a href="simult_.html" class="code" title="function y_=simult_(y0,dr,ex_,iorder)">simult_</a>(y0,dr,oo_.exo_simul(1:k,:),1);
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0007
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0008 nstatic = dr.nstatic;
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0009 npred = dr.npred;
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0010 j = find(kstate(dr.kae,2) <= ykmin_+1);
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0011 kae = dr.kae(j);
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0012 nh = size(dr.ghx,2);
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0013 hx = dr.ghx(nstatic+1:nstatic+npred,:);
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0014 hu = dr.ghu(nstatic+1:nstatic+npred,:);
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0015 <span class="keyword">if</span> ~isempty(kae)
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0016 n = length(kae);
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0017 tmp = sparse([1:n]',kae-sum(dr.kstate(:,2)>M_.maximum_lag+1),ones(n,1),n,nh);
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0018 hx = [hx; tmp];
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0019 hu = [hu; zeros(n,M_.exo_nbr)];
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0020 <span class="keyword">end</span>
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0021 gx = [];
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0022 k2 = [];
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0023 <span class="keyword">if</span> nstatic > 0
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0024 gx = dr.ghx(1:nstatic,:);
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0025 k2 = [1:nstatic]';
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0026 <span class="keyword">end</span>
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0027 <span class="keyword">if</span> size(dr.ghx,1) > nstatic+npred
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0028 gx = [gx; dr.ghx(nstatic+npred+1:<span class="keyword">end</span>,:)];
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0029 k2 = [k2; [nstatic+npred+1:size(dr.ghx,1)]'];
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0030 <span class="keyword">end</span>
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0031
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0032 k1 = dr.order_var([nstatic+1:nstatic+npred]);
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0033 k2 = dr.order_var(k2);
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0034
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0035 sigma_u = hu*M_.Sigma_e*hu';
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0036 sigma_y1 = 0;
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0037 var_yf = zeros(k,M_.endo_nbr);
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0038
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0039
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0040 <span class="keyword">if</span> isempty(k2)
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0041 <span class="keyword">for</span> i=1:k
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0042 sigma_y1 = sigma_y1+sigma_u;
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0043 var_yf(i,k1) = diag(sigma_y1(1:npred,1:npred))';
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0044 <span class="keyword">if</span> i == k
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0045 <span class="keyword">break</span>
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0046 <span class="keyword">end</span>
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0047 sigma_u = hx*sigma_u*hx';
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0048 <span class="keyword">end</span>
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0049 <span class="keyword">else</span>
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0050 <span class="keyword">for</span> i=1:k
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0051 sigma_y1 = sigma_y1+sigma_u;
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0052 var_yf(i,k1) = diag(sigma_y1(1:npred,1:npred))';
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0053 sigma_y2 = gx*sigma_y1*gx';
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0054 var_yf(i,k2) = diag(sigma_y2)';
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0055 <span class="keyword">if</span> i == k
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0056 <span class="keyword">break</span>
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0057 <span class="keyword">end</span>
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0058 sigma_u = hx*sigma_u*hx';
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0059 <span class="keyword">end</span>
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0060 <span class="keyword">end</span>
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0061
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0062
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0063
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0064
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0065
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0066
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0067
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0068
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0069
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0070
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0071
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0072
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0073</pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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