412 lines
14 KiB
Matlab
412 lines
14 KiB
Matlab
function [z, steady_state] = plot_shock_decomposition(M_,oo_,options_,varlist)
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% function plot_shock_decomposition(M_,oo_,options_,varlist)
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% Plots the results of shock_decomposition
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%
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% INPUTS
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% M_: [structure] Definition of the model
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% oo_: [structure] Storage of results
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% options_: [structure] Options
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% varlist: [char] List of variables
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2016-2018 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 <http://www.gnu.org/licenses/>.
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options_.nodisplay = options_.plot_shock_decomp.nodisplay;
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options_.graph_format = options_.plot_shock_decomp.graph_format;
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% indices of endogenous variables
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if isempty(varlist)
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varlist = M_.endo_names(1:M_.orig_endo_nbr);
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end
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[i_var, nvar, index_uniques] = varlist_indices(varlist, M_.endo_names);
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varlist = varlist(index_uniques);
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% number of variables
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endo_nbr = M_.endo_nbr;
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% number of shocks
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nshocks = M_.exo_nbr;
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fig_name='';
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if isfield(options_.plot_shock_decomp,'expand') % private trap for uimenu calls
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expand=options_.plot_shock_decomp.expand;
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else
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expand=0;
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options_.plot_shock_decomp.expand=0;
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end
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if ~isempty(options_.plot_shock_decomp.fig_name)
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fig_name=[' ' options_.plot_shock_decomp.fig_name];
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end
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type=options_.plot_shock_decomp.type;
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detail_plot=options_.plot_shock_decomp.detail_plot;
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realtime_= options_.plot_shock_decomp.realtime;
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vintage_ = options_.plot_shock_decomp.vintage;
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forecast_ = options_.shock_decomp.forecast;
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steadystate = options_.plot_shock_decomp.steadystate;
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write_xls = options_.plot_shock_decomp.write_xls;
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if vintage_
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forecast_ = min(forecast_,options_.nobs-vintage_);
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end
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initial_date = options_.initial_date;
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if isempty(initial_date)
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if isempty(type)
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% we assume annual model
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initial_date = dates('1Y');
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else
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% we assume the sample starts in Q1
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initial_date = dates('1Q1');
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end
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end
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if isfield(options_.plot_shock_decomp,'q2a') % private trap for aoa calls
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q2a=options_.plot_shock_decomp.q2a;
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if isstruct(q2a) && isempty(fieldnames(q2a))
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q2a=0;
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end
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else
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q2a=0;
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end
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switch realtime_
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case 0
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if ~expand
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z = oo_.shock_decomposition;
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end
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fig_name1=fig_name;
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case 1 % realtime
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if vintage_
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if ~expand
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z = oo_.realtime_shock_decomposition.(['time_' int2str(vintage_)]);
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end
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fig_name1=[fig_name ' realtime (vintage ' char(initial_date+vintage_-1) ')'];
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else
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if ~expand
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z = oo_.realtime_shock_decomposition.pool;
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end
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fig_name1=[fig_name ' realtime (rolling)'];
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end
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case 2 % conditional
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if vintage_
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if ~expand
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z = oo_.realtime_conditional_shock_decomposition.(['time_' int2str(vintage_)]);
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end
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initial_date = initial_date+vintage_-1;
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fig_name1=[fig_name ' ' int2str(forecast_) '-step ahead conditional forecast (given ' char(initial_date) ')'];
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else
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if ~expand
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z = oo_.conditional_shock_decomposition.pool;
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end
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fig_name1=[fig_name ' 1-step ahead conditional forecast (rolling)'];
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end
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case 3 % forecast
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if vintage_
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if ~expand
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z = oo_.realtime_forecast_shock_decomposition.(['time_' int2str(vintage_)]);
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end
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initial_date = initial_date+vintage_-1;
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fig_name1=[fig_name ' ' int2str(forecast_) '-step ahead forecast (given ' char(initial_date) ')'];
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else
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if ~expand
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z = oo_.realtime_forecast_shock_decomposition.pool;
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end
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fig_name1=[fig_name ' 1-step ahead forecast (rolling)'];
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end
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end
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if isfield(oo_.dr,'ys')
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steady_state = oo_.dr.ys;
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else
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steady_state = oo_.steady_state;
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end
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if isequal(type,'aoa') && isstruct(q2a)
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if expand
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za = options_.plot_shock_decomp.zfull;
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genda = size(za,3);
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endo_nbra = size(za,1);
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[za, shock_names, M_] = make_the_groups(za,genda,endo_nbra,nshocks,M_, options_);
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end
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if realtime_
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% take all dates where realtime is saved
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qqq=options_.initial_date+options_.shock_decomp.save_realtime(:)-1;
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% take the first Q4 of saved realtime
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t0=min(options_.shock_decomp.save_realtime(qqq.time(:,2)==4));
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if isempty(t0)
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error('the realtime decompositions are not stored in Q4! Please check your dates and settings.')
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end
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if ~isfield(q2a,'var_type') % private trap for aoa calls
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q2a.var_type=1;
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end
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if ~isfield(q2a,'islog') % private trap for aoa calls
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q2a.islog=0;
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end
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if ~isfield(q2a,'GYTREND0') % private trap for aoa calls
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q2a.GYTREND0=0;
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end
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if ~isfield(q2a,'aux') % private trap for aoa calls
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q2a.aux=0;
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end
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if ~isfield(q2a,'cumfix') % private trap for aoa calls
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q2a.cumfix=1;
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end
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if ~isfield(q2a,'plot') % private trap for aoa calls
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q2a.plot=1; % growth rate
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end
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if ~expand
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if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
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mygroup = options_.plot_shock_decomp.use_shock_groups;
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options_.plot_shock_decomp.use_shock_groups='';
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zafull = ...
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annualized_shock_decomposition(oo_,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
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options_.plot_shock_decomp.use_shock_groups = mygroup;
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end
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[za, endo_names, endo_names_tex, steady_state, i_var, oo_] = ...
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annualized_shock_decomposition(oo_,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
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end
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end
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end
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if ~expand
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fig_name = fig_name1;
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end
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if options_.plot_shock_decomp.use_shock_groups
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fig_name=[fig_name ' group ' options_.plot_shock_decomp.use_shock_groups];
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if expand
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z = options_.plot_shock_decomp.zfull;
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endo_names = options_.plot_shock_decomp.endo_names;
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endo_names_tex = options_.plot_shock_decomp.endo_names_tex;
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steady_state=steady_state(i_var);
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i_var = 1;
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if ~(isequal(type,'aoa') && isstruct(q2a))
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gend = size(z,3);
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endo_nbr = size(z,1);
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[z, shock_names, M_] = make_the_groups(z,gend,endo_nbr,nshocks,M_,options_);
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M_.endo_names = endo_names;
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M_.endo_names_tex = endo_names_tex;
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end
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else
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gend = size(z,3);
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zfull = z;
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[z, shock_names, M_] = make_the_groups(z,gend,endo_nbr,nshocks,M_,options_);
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end
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else
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shock_names = M_.exo_names;
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end
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func = @(x) colorspace('RGB->Lab',x);
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MAP = distinguishable_colors(size(z,2)-1,'w',func);
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% MAP = [MAP; MAP(end,:)];
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MAP(end,:) = [0.7 0.7 0.7];
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% MAP = [MAP; [0.7 0.7 0.7]; [0.3 0.3 0.3]];
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if isempty(options_.plot_shock_decomp.colormap)
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options_.plot_shock_decomp.colormap = MAP;
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end
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switch type
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case '' % default
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case 'qoq'
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case 'yoy'
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z=z(:,:,1:end-3)+z(:,:,2:end-2)+z(:,:,3:end-1)+z(:,:,4:end);
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if ~isempty(initial_date)
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initial_date = initial_date+3;
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else
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initial_date = dates('1Q4');
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end
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steady_state = 4*steady_state;
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case 'aoa'
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if isempty(initial_date)
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t0=1; % we assume the sample starts Q1 of 1st year
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initial_date = dates('1Y');
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else
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initial_date0 = dates([int2str(initial_date.time(1)) 'Y']);
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if initial_date.time(2)==1 % the first year is full
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t0=1;
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initial_date1=initial_date0;
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else
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t0=(4-initial_date.time(2)+2); % 1st period of the 1st full year in sample
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initial_date1=initial_date0+1;
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end
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end
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if realtime_ == 0
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t0=t0+4-1; % we start in Q4 of the first full year
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end
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if isempty(options_.plot_shock_decomp.plot_init_date) && realtime_ == 0
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options_.plot_shock_decomp.plot_init_date=initial_date+t0;
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end
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if isstruct(q2a)
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if realtime_ == 0
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if ~isfield(q2a,'var_type') % private trap for aoa calls
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q2a.var_type=1;
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end
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if ~isfield(q2a,'islog') % private trap for aoa calls
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q2a.islog=0;
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end
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if ~isfield(q2a,'GYTREND0') % private trap for aoa calls
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q2a.GYTREND0=0;
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end
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if ~isfield(q2a,'aux') % private trap for aoa calls
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q2a.aux=0;
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end
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if ~isfield(q2a,'cumfix') % private trap for aoa calls
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q2a.cumfix=1;
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end
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if ~isfield(q2a,'plot') % private trap for aoa calls
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q2a.plot=1; % growth rate
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end
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if ~expand
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if isstruct(q2a.aux) && ischar(q2a.aux.y)
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opts=options_;
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opts.plot_shock_decomp.type='qoq';
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[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,opts,q2a.aux.y);
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q2a.aux.y=y_aux;
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q2a.aux.yss=steady_state_aux;
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end
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[za, endo_names, endo_names_tex, steady_state, i_var, oo_] = ...
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annualized_shock_decomposition(z,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
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if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
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mygroup = options_.plot_shock_decomp.use_shock_groups;
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options_.plot_shock_decomp.use_shock_groups='';
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zafull = ...
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annualized_shock_decomposition(z,M_, options_, i_var, t0, options_.nobs, realtime_, vintage_, steady_state,q2a);
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options_.plot_shock_decomp.use_shock_groups = mygroup;
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end
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end
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end
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z = za;
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if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
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zfull = zafull;
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end
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M_.endo_names = endo_names;
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M_.endo_names_tex = endo_names_tex;
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% endo_nbr = size(z,1);
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if realtime_<2
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initial_date = initial_date1;
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else
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initial_date = initial_date0;
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end
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else
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% this is for quarterly-annualized variables already defined in model, so we can just take Q4
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t0=4-initial_date.time(2)+1;
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initial_date = initial_date0;
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z=z(:,:,t0:4:end);
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end
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if ~isempty(options_.plot_shock_decomp.plot_init_date)
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options_.plot_shock_decomp.plot_init_date = dates([int2str(options_.plot_shock_decomp.plot_init_date.time(1)) 'Y']);
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end
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if ~isempty(options_.plot_shock_decomp.plot_end_date)
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options_.plot_shock_decomp.plot_end_date = dates([int2str(options_.plot_shock_decomp.plot_end_date.time(1)) 'Y']);
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end
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otherwise
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error('plot_shock_decomposition:: Wrong type')
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end
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if steadystate
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options_.plot_shock_decomp.steady_state=steady_state;
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end
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if nargout
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z=z(i_var,:,:);
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steady_state = steady_state(i_var);
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return
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end
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% here we crop data if needed
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my_initial_date = initial_date;
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a = 1;
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b = size(z,3);
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if ~isempty(options_.plot_shock_decomp.plot_init_date)
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my_initial_date = max(initial_date,options_.plot_shock_decomp.plot_init_date);
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a = find((initial_date:initial_date+b-1)==options_.plot_shock_decomp.plot_init_date);
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end
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if ~isempty(options_.plot_shock_decomp.plot_end_date)
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b = find((initial_date:initial_date+b-1)==options_.plot_shock_decomp.plot_end_date);
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end
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z = z(:,:,a:b);
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% end crop data
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options_.plot_shock_decomp.fig_name=fig_name;
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options_.plot_shock_decomp.orig_varlist = varlist;
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if options_.plot_shock_decomp.interactive && ~isempty(options_.plot_shock_decomp.use_shock_groups)
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options_.plot_shock_decomp.zfull = zfull;
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end
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if detail_plot
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graph_decomp_detail(z, shock_names, M_.endo_names, i_var, my_initial_date, M_, options_)
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else
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graph_decomp(z, shock_names, M_.endo_names, i_var, my_initial_date, M_, options_);
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end
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if write_xls
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WriteShockDecomp2Excel(z,shock_names,M_.endo_names,i_var,my_initial_date,M_,options_,options_.plot_shock_decomp);
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end
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end
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function [z, shock_names, M_] = make_the_groups(z,gend,endo_nbr,nshocks,M_,options_)
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shock_groups = M_.shock_groups.(options_.plot_shock_decomp.use_shock_groups);
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shock_ind = fieldnames(shock_groups);
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ngroups = length(shock_ind);
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shock_names = shock_ind;
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for i=1:ngroups
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shock_names{i} = (shock_groups.(shock_ind{i}).label);
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end
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zz = zeros(endo_nbr,ngroups+2,gend);
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kcum=[];
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for i=1:ngroups
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for j = shock_groups.(shock_ind{i}).shocks
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k = find(strcmp(j,cellstr(M_.exo_names)));
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zz(:,i,:) = zz(:,i,:) + z(:,k,:);
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z(:,k,:) = 0;
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kcum = [kcum k];
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end
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end
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zothers = sum(z(:,1:nshocks,:),2);
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shock_groups.(['group' int2str(ngroups+1)]).label = 'Others';
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shock_groups.(['group' int2str(ngroups+1)]).shocks = cellstr(M_.exo_names(find(~ismember([1:M_.exo_nbr],kcum)),:))';
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M_.shock_groups.(options_.plot_shock_decomp.use_shock_groups)=shock_groups;
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if any(any(zothers))
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shock_names = [shock_names; {'Others + Initial Values'}];
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end
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zz(:,ngroups+1,:) = sum(z(:,1:nshocks+1,:),2);
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zz(:,ngroups+2,:) = z(:,nshocks+2,:);
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z = zz;
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end
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