dynare/matlab/display_conditional_varianc...

65 lines
2.6 KiB
Matlab

function display_conditional_variance_decomposition(conditional_decomposition_array,Steps,SubsetOfVariables,M_,options_)
% This function displays the conditional variance decomposition of a given state space model
% for a subset of endogenous variables.
%
% INPUTS
% conditional_decomposition_array [matrix] Output matrix from compute_conditional_variance_decomposition
% Steps [integer] 1*h vector of dates.
% SubsetOfVariables [integer] 1*q vector of indices.
% M_ [structure] Dynare structure containing the
% Model description
% options_ [structure] Dynare structure containing the
% options
% OUTPUTS
% none
%
% Copyright (C) 2010-2017 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 <http://www.gnu.org/licenses/>.
if options_.order == 2
skipline()
title='APPROXIMATED CONDITIONAL VARIANCE DECOMPOSITION (in percent)';
disp(title)
else
skipline()
title='CONDITIONAL VARIANCE DECOMPOSITION (in percent)';
disp(title)
end
vardec_i = zeros(length(SubsetOfVariables),M_.exo_nbr);
for i=1:length(Steps)
disp(['Period ' int2str(Steps(i)) ':'])
for j=1:M_.exo_nbr
vardec_i(:,j) = 100*conditional_decomposition_array(:, ...
i,j);
end
headers = M_.exo_names;
headers(M_.exo_names_orig_ord,:) = headers;
headers = char(' ',headers);
lh = size(deblank(M_.endo_names(SubsetOfVariables,:)),2)+2;
dyntable(options_,'',headers,...
deblank(M_.endo_names(SubsetOfVariables,:)),...
vardec_i,lh,8,2);
if options_.TeX
labels_TeX = deblank(M_.endo_names_tex(SubsetOfVariables,:));
headers_TeX=char('',deblank(M_.exo_names_tex));
lh = size(labels_TeX,2)+2;
dyn_latex_table(M_,options_,[title,'; Period ' int2str(Steps(i))],['th_var_decomp_cond_h',int2str(Steps(i))],headers_TeX,labels_TeX,vardec_i,lh,8,2);
end
end