29 lines
1.0 KiB
Matlab
29 lines
1.0 KiB
Matlab
function forcs = mcforecast3(cL,H,mcValue,shocks,forcs,T,R,mv,mu)
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% Copyright (C) 2006-2008 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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if cL
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e = zeros(size(mcValue,1),cL);
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for t = 1:cL
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e(:,t) = inv(mv*R*mu)*(mcValue(:,t)-mv*T*forcs(:,t)-mv*R*shocks(:,t));
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forcs(:,t+1) = T*forcs(:,t)+R*(mu*e(:,t)+shocks(:,t));
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end
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end
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for t = cL+1:H
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forcs(:,t+1) = T*forcs(:,t)+R*shocks(:,t);
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end |