70 lines
2.5 KiB
Matlab
70 lines
2.5 KiB
Matlab
function oo_=make_y_(M_, options_, oo_)
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% forms oo_.endo_simul as guess values for deterministic simulations
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%
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% INPUTS
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% - M_ [struct] Dynare model structure
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% - options_ [struct] Dynare options structure
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% - oo_ [struct] Dynare results structure
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%
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% OUTPUTS
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% - oo_ [struct] Updated dynare results structure
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% Copyright (C) 1996-2020 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 <https://www.gnu.org/licenses/>.
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global ys0_
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if options_.steadystate_flag
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[oo_.steady_state,M_.params,~] = ...
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evaluate_steady_state_file(oo_.steady_state,oo_.exo_steady_state,M_, ...
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options_,~options_.steadystate.nocheck);
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end
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if isempty(oo_.steady_state)
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oo_.steady_state = zeros(M_.endo_nbr,1);
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end
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if isempty(oo_.initval_series)
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if isempty(M_.endo_histval)
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if isempty(ys0_)
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oo_.endo_simul = repmat(oo_.steady_state, 1, M_.maximum_lag+options_.periods+M_.maximum_lead);
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else
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oo_.endo_simul = [repmat(ys0_, 1, M_.maximum_lag) repmat(oo_.steady_state, 1,options_.periods+M_.maximum_lead)];
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end
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else
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if ~isempty(ys0_)
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error('histval and endval cannot be used simultaneously')
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end
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% the first NaNs take care of the case where there are lags > 1 on
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% exogenous variables
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oo_.endo_simul = [M_.endo_histval ...
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repmat(oo_.steady_state, 1, options_.periods+M_.maximum_lead)];
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end
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else
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y = oo_.initval_series{M_.endo_names{:}}.data;
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oo_.endo_simul = y(M_.orig_maximum_lag - M_.maximum_lag + 1:M_.orig_maximum_lag + options_.periods + ...
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M_.maximum_lead, :)';
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if ~isempty(M_.endo_histval)
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if ~isempty(ys0_)
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error('histval and endval cannot be used simultaneously')
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end
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oo_.endo_simul(:,1:M_.maximum_lag) ...
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= M_.endo_histval(:, 1:M_.maximum_lag);
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end
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end
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