174 lines
5.1 KiB
Matlab
174 lines
5.1 KiB
Matlab
function plot_ms_variance_decomposition(M_, options_, vd, figure_name, varargin)
|
|
% function plot_ms_variance_decomposition(M_, options_, vd, figure_name, varargin)
|
|
% plot the variance decomposition of shocks
|
|
%
|
|
% INPUTS
|
|
% M_: (struct) model structure
|
|
% options_: (struct) options
|
|
% vd: (matrix) variance decomposition
|
|
% figure_name: (string) graph name
|
|
%
|
|
% OPTIONAL INPUTS
|
|
% 'data': the actual data, TxK with K=number of data series
|
|
% 'steady': the steady state value, TxK
|
|
% 'shock_names': to specify the names of the shocks
|
|
% 'series_names': to specify the names of the different series
|
|
% 'dates': pass a date vector to use, otherwise will just index on 1:T
|
|
% 'colors': Jx3 list of the rgb colors to use for each shock
|
|
%
|
|
% OUTPUTS
|
|
% none
|
|
%
|
|
% SPECIAL REQUIREMENTS
|
|
% none
|
|
|
|
% Copyright (C) 2011-2012 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 <http://www.gnu.org/licenses/>.
|
|
|
|
if length(size(vd)) == 3
|
|
plot_ms_variance_decomposition_error_bands(M_, options_, vd, figure_name);
|
|
return;
|
|
end
|
|
|
|
nvars = M_.endo_nbr;
|
|
endo_names = M_.endo_names;
|
|
|
|
names = {};
|
|
tex_names = {};
|
|
m = 1;
|
|
for i=1:M_.orig_endo_nbr
|
|
tex_name = deblank(M_.endo_names_tex(i,:));
|
|
if ~isempty(tex_name)
|
|
names{m} = deblank(endo_names(i,:));
|
|
tex_names{m} = tex_name;
|
|
m = m + 1;
|
|
end
|
|
end
|
|
|
|
dims = size(vd);
|
|
if length(dims) == 3
|
|
T = dims(1);
|
|
K = dims(2);
|
|
J = dims(3);
|
|
shocks = vd;
|
|
else
|
|
T = dims(1);
|
|
K = nvars;
|
|
J = nvars;
|
|
temp_vd = zeros(T,K,J);
|
|
for i=1:nvars
|
|
for j=1:nvars
|
|
temp_vd(:,i,j) = vd(:,((j-1) + ((i-1)*nvars)+1));
|
|
end
|
|
end
|
|
shocks = temp_vd;
|
|
end
|
|
|
|
for i=1:nvars
|
|
shock_names{i} = endo_names(i,:);
|
|
series_names{i} = endo_names(i,:);
|
|
end
|
|
|
|
x = [1:T];
|
|
plot_dates = 0;
|
|
data = 0;
|
|
steady = 0;
|
|
colors = [ .1 .1 .75
|
|
.8 0 0
|
|
1 .7 .25
|
|
1 1 0
|
|
.5 1 .5
|
|
.7 .7 .1
|
|
.5 .6 .2
|
|
.1 .5 .1];
|
|
|
|
% overide the defaults with optional inputs
|
|
for i=1:length(varargin)
|
|
if strcmpi(varargin{i},'data')
|
|
data = varargin{i+1};
|
|
elseif strcmpi(varargin{i},'steady')
|
|
steady = varargin{i+1};
|
|
elseif strcmpi(varargin{i},'shock_names')
|
|
shock_names = varargin{i+1};
|
|
elseif strcmpi(varargin{i},'series_names')
|
|
series_names = varargin{i+1};
|
|
elseif strcmpi(varargin{i}, 'dates')
|
|
x = varargin{i+1}; plot_dates = 1;
|
|
elseif strcmpi(varargin{i},'colors')
|
|
colors = varargin{i+1};
|
|
end
|
|
end
|
|
|
|
% add an extra period to the time series
|
|
x(T+1) = x(T) + (x(T) - x(T-1));
|
|
|
|
figure('Name',figure_name)
|
|
for k=1:K
|
|
% Go through each series
|
|
subplot(K,1,k);
|
|
sshocks = shocks(:,k,:);
|
|
hold on
|
|
% plot the stacked shocks
|
|
for t=1:T
|
|
% step through each time period
|
|
pos_position = 0; neg_position = 0;
|
|
xt = [x(t) x(t) x(t+1) x(t+1)];
|
|
for j=1:J
|
|
% stack each shock
|
|
st = sshocks(t,1,j);
|
|
if st < 0
|
|
yi = st+neg_position;
|
|
y = [neg_position yi yi neg_position];
|
|
neg_position = yi;
|
|
else
|
|
yi = st+pos_position;
|
|
y = [pos_position yi yi pos_position];
|
|
pos_position = yi;
|
|
end
|
|
fill(xt,y,colors(j,:));
|
|
XY(t,j,:) = y;
|
|
end
|
|
end
|
|
if data
|
|
plot(x(2:end)',data(:,k),'k','LineWidth',2.5);
|
|
end
|
|
if steady
|
|
plot(x(2:end)',steady(:,k), '--k','LineWidth',2.25);
|
|
end
|
|
if k==K
|
|
if exist('OCTAVE_VERSION')
|
|
legend(shock_names,'Location','SouthOutside');
|
|
else
|
|
legend(shock_names,'Location','BestOutside','Orientation','horizontal');
|
|
end
|
|
end
|
|
|
|
hold off
|
|
if plot_dates
|
|
datetick 'x';
|
|
end
|
|
xlim([min(x),max(x)])
|
|
ylim([0 , 1])
|
|
grid on
|
|
title(series_names{k});
|
|
end
|
|
dyn_save_graph([options_.ms.output_file_tag filesep 'Output' ...
|
|
filesep 'Variance_Decomposition'], 'MS-Variance-Decomposition', ...
|
|
options_.graph_save_formats, options_.TeX, names, tex_names, ...
|
|
'Variance decomposition');
|
|
end
|