96 lines
2.7 KiB
Matlab
96 lines
2.7 KiB
Matlab
function forecast_graphs(var_list)
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% Copyright (C) 2008-2013 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 <http://www.gnu.org/licenses/>.
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global M_ oo_ options_
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nc = 4;
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nr = 3;
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exo_nbr = M_.exo_nbr;
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endo_names = M_.endo_names;
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fname = M_.fname;
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% $$$ varobs = options_.varobs;
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% $$$ y = oo_.SmoothedVariables;
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% $$$ ys = oo_.dr.ys;
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% $$$ gend = size(y,2);
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yf = oo_.forecast.Mean;
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hpdinf = oo_.forecast.HPDinf;
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hpdsup = oo_.forecast.HPDsup;
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if isempty(var_list)
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varlist = endo_names(1:M_.orig_endo_nbr,:);
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end
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i_var = [];
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for i = 1:size(var_list)
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tmp = strmatch(var_list(i,:),endo_names,'exact');
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if isempty(tmp)
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error([var_list(i,:) ' isn''t and endogenous variable'])
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end
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i_var = [i_var; tmp];
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end
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nvar = length(i_var);
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% $$$ % build trend for smoothed variables if necessary
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% $$$ trend = zeros(size(varobs,1),10);
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% $$$ if isfield(oo_.Smoother,'TrendCoeffs')
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% $$$ trend_coeffs = oo_.Smoother.TrendCoeffs;
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% $$$ trend = trend_coeffs*(gend-9:gend);
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% $$$ end
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% create subdirectory <fname>/graphs if id doesn't exist
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if ~exist(fname, 'dir')
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mkdir('.',fname);
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end
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if ~exist([fname '/graphs'])
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mkdir(fname,'graphs');
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end
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m = 1;
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n_fig = 1;
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hh=dyn_figure(options_,'Name','Forecasts (I)');
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for j= 1:nvar
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if m > nc*nr;
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dyn_saveas(hh,[ fname '/graphs/forcst' int2str(n_fig)],options_);
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n_fig =n_fig+1;
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eval(['hh=dyn_figure(options_,''Name'',''Forecasts (' int2str(n_fig) ')'');']);
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m = 1;
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end
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subplot(nr,nc,m);
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vn = deblank(endo_names(i_var(j),:));
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obs = 0;
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% $$$ k = strmatch(vn,varobs,'exact');
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% $$$ if ~isempty(k)
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% $$$ yy = y.(vn)(end-9:end) + repmat(ys(i_var(j)),10,1)+trend(k,:)';
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% $$$ plot(yy);
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% $$$ hold on
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% $$$ obs = 10;
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% $$$ end
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plot([NaN(obs,1); yf.(vn)]);
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hold on
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plot([NaN(obs,1); hpdinf.(vn)]);
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hold on
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plot([NaN(obs,1); hpdsup.(vn)]);
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title(vn,'Interpreter','none');
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xlim([1 obs+length(hpdsup.(vn))])
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hold off
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m = m + 1;
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end
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if m > 1
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dyn_saveas(hh,[fname '/graphs/forcst' int2str(n_fig)],options_);
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end |