49 lines
1.6 KiB
Matlab
49 lines
1.6 KiB
Matlab
% Copyright (C) 2005 Michel Juillard
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%
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function forecast(var_list)
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global options_ dr_ oo_ M_
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old_options = options_;
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options_ = set_default_option(options_,'periods',40);
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if options_.periods == 0
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options_.periods = 40;
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end
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options_ = set_default_option(options_,'conf_sig',0.9);
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if size(oo_.endo_simul,2) < M_.maximum_lag
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y0 = repmat(oo_.steady_state,M_.maximum_lag);
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else
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y0 = oo_.endo_simul(:,1:M_.maximum_lag);
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end
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if M_.exo_det_nbr == 0
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[yf,int_width] = forcst(oo_.dr,y0,options_.periods,var_list);
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else
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exo_det_length = size(oo_.exo_det_simul,1);
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if options_.periods > exo_det_length
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ex = zeros(options_.periods,M_.exo_nbr);
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oo_.exo_det_simul = [ oo_.exo_det_simul;...
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repmat(oo_.exo_det_steady_state',...
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options_.periods- ...
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exo_det_length,1)];
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%ex_det_length,1),1)];
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elseif options_.periods < exo_det_length
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ex = zeros(exo_det_length,M_.exo_nbr);
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end
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[yf,int_width] = simultxdet(y0,dr_,ex,oo_.exo_det_simul,...
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options_.order,var_list);
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end
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for i=1:M_.endo_nbr
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eval(['oo_.forecast.Mean.' M_.endo_names(i,:) '= yf(' int2str(i) ',M_.maximum_lag+1:end)'';']);
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eval(['oo_.forecast.HPDinf.' M_.endo_names(i,:) '= yf(' int2str(i) ',M_.maximum_lag+1:end)''-' ...
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' int_width(:,' int2str(i) ');']);
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eval(['oo_.forecast.HPDsup.' M_.endo_names(i,:) '= yf(' int2str(i) ',M_.maximum_lag+1:end)''+' ...
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' int_width(:,' int2str(i) ');']);
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end
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for i=1:M_.exo_det_nbr
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eval(['oo_.forecast.Exogenous.' lgx_det_(i,:) '= M_.exo_det_simul(:,' int2str(i) ');']);
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end
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options_ = old_options; |