71 lines
3.6 KiB
Matlab
71 lines
3.6 KiB
Matlab
function display_unconditional_variance_decomposition(M_,options_,oo_,ivar,stationary_vars,index_subset,ME_present)
|
|
% display_unconditional_variance_decomposition(M_,options_,oo_,ivar,stationary_vars,index_subset,ME_present)
|
|
% This function displays the unconditional variance decomposition
|
|
%
|
|
% INPUTS
|
|
% M_ [struct] Matlab's structure describing the Model (initialized by dynare, see @ref{M_}).
|
|
% options_ [struct] Matlab's structure describing the options (initialized by dynare, see @ref{options_}).
|
|
% oo_ [struct] structure describing the Model
|
|
% i_var [double] Index of requested variables in declaration order
|
|
% stationary_vars [double] index of stationary vars in requested output
|
|
% index_subset [integer] index of observables in requested variables
|
|
% ME_present [boolean] indicator whether measurement error is present for requested variables
|
|
%
|
|
% OUTPUTS
|
|
% None
|
|
|
|
% Copyright © 2023 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 <https://www.gnu.org/licenses/>.
|
|
|
|
if M_.exo_nbr > 1
|
|
skipline()
|
|
if options_.order == 2
|
|
title = 'APPROXIMATED VARIANCE DECOMPOSITION (in percent)';
|
|
else
|
|
title = 'VARIANCE DECOMPOSITION (in percent)';
|
|
end
|
|
title = add_filter_subtitle(title, options_);
|
|
headers = M_.exo_names;
|
|
headers = vertcat(' ', headers);
|
|
labels=get_labels_transformed_vars(M_.endo_names,ivar(stationary_vars),options_,false);
|
|
lh = cellofchararraymaxlength(labels)+2;
|
|
dyntable(options_, title, headers, labels, 100*oo_.gamma_y{options_.ar+2}(stationary_vars,:), lh, 8, 2);
|
|
if ME_present
|
|
if isoctave && octave_ver_less_than('8.4') %Octave bug #60347
|
|
[stationary_observables, pos_index_subset] = intersect_stable(index_subset, stationary_vars);
|
|
else
|
|
[stationary_observables, pos_index_subset] = intersect(index_subset, stationary_vars, 'stable');
|
|
end
|
|
headers_ME = vertcat(headers, 'ME');
|
|
labels=get_labels_transformed_vars(M_.endo_names,ivar(stationary_observables),options_,false);
|
|
dyntable(options_, [title,' WITH MEASUREMENT ERROR'], headers_ME, labels, ...
|
|
oo_.variance_decomposition_ME(pos_index_subset,:), lh, 8, 2);
|
|
end
|
|
if options_.TeX
|
|
headers = M_.exo_names_tex;
|
|
headers = vertcat(' ', headers);
|
|
labels=get_labels_transformed_vars(M_.endo_names_tex,ivar(stationary_vars),options_,true);
|
|
lh = cellofchararraymaxlength(labels)+2;
|
|
dyn_latex_table(M_, options_, title, 'th_var_decomp_uncond', headers, labels, 100*oo_.gamma_y{options_.ar+2}(stationary_vars,:), lh, 8, 2);
|
|
if ME_present
|
|
headers_ME = vertcat(headers, 'ME');
|
|
labels=get_labels_transformed_vars(M_.endo_names_tex,ivar(stationary_observables),options_,true);
|
|
dyn_latex_table(M_, options_, [title,' WITH MEASUREMENT ERROR'], ...
|
|
'th_var_decomp_uncond_ME', headers_ME, labels, oo_.variance_decomposition_ME(pos_index_subset,:), lh, 8, 2);
|
|
end
|
|
end
|
|
end |