29 lines
1.1 KiB
Matlab
29 lines
1.1 KiB
Matlab
function residuals = evaluate_dynamic_model(dynamicmodel, endogenousvariables, exogenousvariables, params, steadystate, leadlagincidence, samplesize)
|
|
|
|
% Copyright © 2016 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 <https://www.gnu.org/licenses/>.
|
|
|
|
ny = length(steadystate);
|
|
periods = rows(exogenousvariables);
|
|
|
|
residuals = zeros(ny,samplesize);
|
|
icols = find(leadlagincidence');
|
|
|
|
for t = 2:samplesize+1
|
|
residuals(:,t-1) = dynamicmodel(endogenousvariables(icols), exogenousvariables, params, steadystate, t);
|
|
icols = icols + ny;
|
|
end |