128 lines
4.5 KiB
Matlab
128 lines
4.5 KiB
Matlab
function [Y, lhssub, X, startdates, enddates, residnames] = common_parsing(ds, ast, overlapping_dates, param_names)
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%function [Y, lhssub, X, startdates, enddates, residnames] = common_parsing(ds, ast, overlapping_dates, param_names)
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%
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% Code common to sur.m and pooled_ols.m
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%
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% INPUTS
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% ds [dseries] dataset
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% ast [cell array] JSON representation of abstract syntax tree
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% overlapping_dates [boolean] if true, dates are same across equations
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%
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% OUTPUTS
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% Y [cell array] dependent variables
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% lhssub [cell array] RHS subtracted from LHS
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% X [cell array] regressors
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% startdates [cell array] first observed period for each
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% equation
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% enddates [cell array] last observed period for each
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% equation
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% startidxs [vector] rows corresponding to each
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% equation's observations
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% residnames [cell array] name of residual in each equation
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% param_names [cellstr or cell] list of parameters to estimate (if
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% empty, estimate all)
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2019 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 M_
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%% Initialize variables
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neqs = length(ast);
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Y = cell(neqs, 1);
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lhssub = cell(neqs, 1);
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X = cell(neqs, 1);
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startdates = cell(neqs, 1);
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enddates = cell(neqs, 1);
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residnames = cell(neqs, 1);
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%% Loop over equations
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for i = 1:neqs
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[Y{i}, lhssub{i}, X{i}, residnames{i}, startdates{i}, enddates{i}] = ...
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parse_ols_style_equation(ds, ast{i});
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end
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if overlapping_dates
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maxfp = max([startdates{:}]);
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minlp = min([enddates{:}]);
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for i = 1:neqs
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Y{i} = Y{i}(maxfp:minlp);
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if ~isempty(X{i})
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X{i} = X{i}(maxfp:minlp);
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end
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if ~isempty(lhssub{i})
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lhssub{i} = lhssub{i}(maxfp:minlp);
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end
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startdates{i} = maxfp;
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enddates{i} = minlp;
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end
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end
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if ~isempty(param_names)
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if iscell(param_names) && ~iscellstr(param_names)
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assert(length(param_names) == neqs, 'error w param_names arg');
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else
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pn = param_names;
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pn_found_cellstr = false(length(param_names), 1);
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end
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for i = 1:neqs
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if iscell(param_names) && ~iscellstr(param_names)
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pn = param_names{i};
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pn_found_cellstr_i = false(length(pn), 1);
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end
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names = X{i}.name;
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newlhssub = dseries();
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for j = 1:length(names)
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idx = find(strcmp(names{j}, pn));
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if isempty(idx)
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pval = M_.params(strcmp(names{j}, M_.param_names));
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if isnan(pval) || isinf(pval)
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error(['Could not find param init value for ' names{j}])
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end
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newlhssub = newlhssub + pval * X{i}.(names{j});
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X{i} = X{i}.remove(names{j});
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else
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if iscell(param_names) && ~iscellstr(param_names)
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pn_found_cellstr_i = true;
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else
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pn_found_cellstr(idx) = true;
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end
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end
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end
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Y{i} = Y{i} - newlhssub;
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lhssub{i} = lhssub{i} + newlhssub;
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if iscell(param_names) && ~iscellstr(param_names)
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if ~all(pn_found_cellstr_i)
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error(['parameters specified in param_names (' ...
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strjoin(pn(~pn_found_cellstr_i), ', ') ...
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') were not found in eq ' num2str(i) ' to be estimated'])
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end
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end
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end
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if ~(iscell(param_names) && ~iscellstr(param_names))
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if ~all(pn_found_cellstr)
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error(['parameters specified in param_names (' ...
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strjoin(pn(~pn_found_cellstr), ', ') ...
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') were not found in the equation(s) to be estimated'])
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end
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end
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end
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end
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