132 lines
4.6 KiB
Matlab
132 lines
4.6 KiB
Matlab
function WriteShockDecomp2Excel(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions,opts_decomp)
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%function WriteShockDecomp2Excel(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
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% Saves the results from the shock_decomposition command to xls
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%
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% Inputs
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% z [n_var*(nshock+2)*nperiods] shock decomposition array, see shock_decomposition.m for details
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% shock_names [endo_nbr*string length] shock names from M_.exo_names
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% endo_names [exo_nbr*string length] variable names from M_.endo_names
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% i_var [n_var*1] vector indices of requested variables in M_.endo_names and z
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% initial_date [dseries object] first period of decomposition to plot
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% DynareModel [structure] Dynare model structure
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% DynareOptions [structure] Dynare options structure
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% Copyright © 2016-2021 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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OutputDirectoryName = CheckPath('Output',DynareModel.dname);
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SteadyState=zeros(DynareModel.endo_nbr,1);
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fig_mode='';
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fig_mode1='';
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fig_name='';
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screen_shocks=0;
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use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
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if use_shock_groups
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shock_groups = DynareModel.shock_groups.(use_shock_groups);
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shock_ind = fieldnames(shock_groups);
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end
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% number of components equals number of shocks + 1 (initial conditions)
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comp_nbr = size(z,2)-1;
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if nargin==8
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if isfield(opts_decomp,'steady_state')
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SteadyState = opts_decomp.steady_state;
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end
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if isfield(opts_decomp,'fig_mode') && ~isempty(opts_decomp.fig_mode)
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fig_mode = opts_decomp.fig_mode;
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fig_mode1 = ['_' fig_mode];
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fig_mode = [fig_mode '_'];
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end
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if isfield(opts_decomp,'screen_shocks')
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if use_shock_groups
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screen_shocks=0;
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elseif comp_nbr>18
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screen_shocks = opts_decomp.screen_shocks;
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end
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end
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if isfield(opts_decomp,'fig_name')
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fig_name = opts_decomp.fig_name;
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% fig_name = ['_' fig_name];
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fig_name1 = [fig_name];
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fig_name = [fig_name '_'];
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end
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if screen_shocks
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fig_name1 = [fig_name1 '_screen'];
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fig_name = [fig_name 'screen_'];
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end
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end
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gend = size(z,3);
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if isempty(initial_date)
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x = 1:gend;
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else
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freq = initial_date.freq;
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initial_period = double(initial_date);
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x = initial_period:(1/freq):initial_period+(gend-1)/freq;
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end
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nvar = length(i_var);
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labels = char(char(shock_names),'Initial values');
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if ~(screen_shocks && comp_nbr>18)
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screen_shocks=0;
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end
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comp_nbr0=comp_nbr;
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%%plot decomposition
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for j=1:nvar
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d0={};
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z1 = squeeze(z(i_var(j),:,:));
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if screen_shocks
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[~, isort] = sort(mean(abs(z1(1:end-2,:)')), 'descend');
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labels = char(char(shock_names(isort(1:16))),'Others', 'Initial values');
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zres = sum(z1(isort(17:end),:),1);
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z1 = [z1(isort(1:16),:); zres; z1(comp_nbr0:end,:)];
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comp_nbr=18;
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end
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d0(1,:)=[{'Decomposition'} cellstr(labels(1:comp_nbr,:))' {'Smoot Var'} {'Steady State'}];
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d0=[d0; num2cell([x' z1' ]), [num2cell(SteadyState(i_var(j))); cell(size(z1,2)-1,1)]];
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LastRow=size(d0,1);
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if use_shock_groups
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d0(LastRow+2,1)={'Legend.'};
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d0(LastRow+2,2)={'Shocks include:'};
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d0(LastRow+3:LastRow+3+comp_nbr-1,1)=cellstr(labels(1:comp_nbr,:));
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for ic=1:comp_nbr
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group_members = shock_groups.(shock_ind{ic}).shocks;
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d0(LastRow+2+ic,2:1+length(group_members))=group_members;
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end
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end
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warning off
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fig_name1 = strrep(fig_name1,' ','_');
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fig_name1 = strrep(fig_name1,'.','');
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if ~ismac
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STATUS = xlswrite([OutputDirectoryName,filesep,DynareModel.fname,'_shock_decomposition',fig_mode,fig_name1],d0,endo_names{i_var(j)});
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else
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writetable(cell2table(d0), [OutputDirectoryName,filesep,DynareModel.fname,'_shock_decomposition',fig_mode,fig_name1 '.xls'], 'Sheet', endo_names{i_var(j)},'WriteVariableNames',false);
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end
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warning on
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clear d0
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end
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