142 lines
8.7 KiB
HTML
142 lines
8.7 KiB
HTML
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<title>Description of disp_th_moments</title>
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<meta name="description" content="Copyright (C) 2001 Michel Juillard">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > disp_th_moments.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>disp_th_moments
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>Copyright (C) 2001 Michel Juillard</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function disp_th_moments(dr,var_list) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> Copyright (C) 2001 Michel Juillard</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="table.html" class="code" title="function table(title,headers,labels,values,label_width,val_width,val_precis)">table</a> Copyright (C) 2002 Michel Juillard</li><li><a href="th_autocovariances.html" class="code" title="function [Gamma_y,ivar]=th_autocovariances(dr,ivar)">th_autocovariances</a> Copyright (C) 2001 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="olr.html" class="code" title="function olr(var_list,olr_inst,obj_var,W)">olr</a> Copyright (C) 2001 Michel Juillard</li><li><a href="osr.html" class="code" title="function osr(var_list,params,W)">osr</a> Copyright (C) 2001 Michel Juillard</li><li><a href="stoch_simul.html" class="code" title="function info=stoch_simul(var_list)">stoch_simul</a> Copyright (C) 2001 Michel Juillard</li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <span class="comment">% Copyright (C) 2001 Michel Juillard</span>
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0002 <span class="comment">%</span>
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0003 <a name="_sub0" href="#_subfunctions" class="code">function disp_th_moments(dr,var_list)</a>
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0004 <span class="keyword">global</span> M_ oo_ options_
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0005
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0006 nvar = size(var_list,1);
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0007 <span class="keyword">if</span> nvar == 0
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0008 nvar = length(dr.order_var);
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0009 ivar = [1:nvar]';
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0010 <span class="keyword">else</span>
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0011 ivar=zeros(nvar,1);
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0012 <span class="keyword">for</span> i=1:nvar
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0013 i_tmp = strmatch(var_list(i,:),M_.endo_names,<span class="string">'exact'</span>);
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0014 <span class="keyword">if</span> isempty(i_tmp)
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0015 error ([<span class="string">'One of the variable specified does not exist'</span>]) ;
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0016 <span class="keyword">else</span>
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0017 ivar(i) = i_tmp;
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0018 <span class="keyword">end</span>
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0019 <span class="keyword">end</span>
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0020 <span class="keyword">end</span>
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0021
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0022 m = dr.ys(ivar);
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0023
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0024 oo_.gamma_y = <a href="th_autocovariances.html" class="code" title="function [Gamma_y,ivar]=th_autocovariances(dr,ivar)">th_autocovariances</a>(dr,ivar);
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0025
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0026 i1 = find(abs(diag(oo_.gamma_y{1})) > 1e-12);
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0027 s2 = diag(oo_.gamma_y{1});
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0028 sd = sqrt(s2);
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0029 <span class="keyword">if</span> options_.order == 2
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0030 m = m+oo_.gamma_y{options_.ar+3};
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0031 <span class="keyword">end</span>
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0032
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0033 z = [ m sd s2 ];
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0034 oo_.mean = m;
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0035 oo_.var = oo_.gamma_y{1};
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0036
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0037 lh = size(deblank(M_.endo_names(ivar,:)),2)+2;
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0038 <span class="keyword">if</span> options_.nomoments == 0
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0039 title=<span class="string">'THEORETICAL MOMENTS'</span>;
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0040 <span class="keyword">if</span> options_.hp_filter == 1
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0041 title = [title <span class="string">' (HP filter, lambda = '</span> int2str(options_.hp_filter) <span class="string">')'</span>];
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0042 <span class="keyword">end</span>
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0043 headers=strvcat(<span class="string">'VARIABLE'</span>,<span class="string">'MEAN'</span>,<span class="string">'STD. DEV.'</span>,<span class="string">'VARIANCE'</span>);
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0044 <a href="table.html" class="code" title="function table(title,headers,labels,values,label_width,val_width,val_precis)">table</a>(title,headers,deblank(M_.endo_names(ivar,:)),z,lh,11,4);
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0045 <span class="keyword">if</span> M_.exo_nbr > 1
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0046 disp(<span class="string">' '</span>)
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0047 title=<span class="string">'VARIANCE DECOMPOSITION (in percent)'</span>;
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0048 <span class="keyword">if</span> options_.hp_filter == 1
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0049 title = [title <span class="string">' (HP filter, lambda = '</span> <span class="keyword">...</span>
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0050 int2str(options_.hp_filter) <span class="string">')'</span>];
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0051 <span class="keyword">end</span>
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0052 headers = M_.exo_names;
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0053 headers(M_.exo_names_orig_ord,:) = headers;
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0054 headers = strvcat(<span class="string">' '</span>,headers);
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0055 <a href="table.html" class="code" title="function table(title,headers,labels,values,label_width,val_width,val_precis)">table</a>(title,headers,deblank(M_.endo_names(ivar(i1),:)),100*oo_.gamma_y{options_.ar+2}(i1,:), <span class="keyword">...</span>
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0056 lh,8,2);
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0057 <span class="keyword">end</span>
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0058 <span class="keyword">end</span>
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0059
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0060 <span class="keyword">if</span> options_.nocorr == 0
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0061 disp(<span class="string">' '</span>)
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0062 title=<span class="string">'MATRIX OF CORRELATIONS'</span>;
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0063 <span class="keyword">if</span> options_.hp_filter == 1
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0064 title = [title <span class="string">' (HP filter, lambda = '</span> int2str(options_.hp_filter) <span class="string">')'</span>];
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0065 <span class="keyword">end</span>
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0066 labels = deblank(M_.endo_names(ivar,:));
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0067 headers = strvcat(<span class="string">'Variables'</span>,labels(i1,:));
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0068 corr = oo_.gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
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0069 <a href="table.html" class="code" title="function table(title,headers,labels,values,label_width,val_width,val_precis)">table</a>(title,headers,labels(i1,:),corr,lh,8,4);
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0070 <span class="keyword">end</span>
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0071
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0072 <span class="keyword">if</span> options_.ar > 0
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0073 disp(<span class="string">' '</span>)
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0074 title=<span class="string">'COEFFICIENTS OF AUTOCORRELATION'</span>;
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0075 <span class="keyword">if</span> options_.hp_filter == 1
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0076 title = [title <span class="string">' (HP filter, lambda = '</span> int2str(options_.hp_filter) <span class="string">')'</span>];
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0077 <span class="keyword">end</span>
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0078 labels = deblank(M_.endo_names(ivar(i1),:));
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0079 headers = strvcat(<span class="string">'Order '</span>,int2str([1:options_.ar]'));
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0080 z=[];
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0081 <span class="keyword">for</span> i=1:options_.ar
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0082 oo_.autocorr{i} = oo_.gamma_y{i+1};
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0083 z(:,i) = diag(oo_.gamma_y{i+1}(i1,i1));
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0084 <span class="keyword">end</span>
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0085 <a href="table.html" class="code" title="function table(title,headers,labels,values,label_width,val_width,val_precis)">table</a>(title,headers,labels,z,0,8,4);
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0086 <span class="keyword">end</span>
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0087
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0088 <span class="comment">% 10/09/02 MJ</span>
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0089 <span class="comment">% 10/18/02 MJ added th_autocovariances() and provided for lags on several</span>
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0090 <span class="comment">% periods</span>
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0091 <span class="comment">% 10/30/02 MJ added correlations and autocorrelations, uses table()</span>
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0092 <span class="comment">% oo_.gamma_y is now a cell array.</span>
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0093 <span class="comment">% 02/18/03 MJ added subtitles for HP filter</span>
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0094 <span class="comment">% 05/01/03 MJ corrected options_.hp_filter</span>
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0095 <span class="comment">% 05/21/03 MJ variance decomposition: test M_.exo_nbr > 1</span>
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0096 <span class="comment">% 05/21/03 MJ displays only variables with positive variance</span></pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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