83 lines
3.2 KiB
Matlab
83 lines
3.2 KiB
Matlab
function display_conditional_variance_decomposition(conditional_decomposition_array,Steps,SubsetOfVariables,M_,options_)
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% This function displays the conditional variance decomposition of a given state space model
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% for a subset of endogenous variables.
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%
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% INPUTS
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% conditional_decomposition_array [matrix] Output matrix from compute_conditional_variance_decomposition
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% Steps [integer] 1*h vector of dates.
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% SubsetOfVariables [integer] 1*q vector of indices.
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% M_ [structure] Dynare structure containing the
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% Model description
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% options_ [structure] Dynare structure containing the
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% options
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% OUTPUTS
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% none
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%
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% Copyright (C) 2010-2018 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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if size(conditional_decomposition_array,3)==M_.exo_nbr %no ME input
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shock_number=M_.exo_nbr;
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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if options_.TeX
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headers_TeX = vertcat(' ', M_.exo_names_tex);
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end
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title_addon='';
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elseif size(conditional_decomposition_array,3)==M_.exo_nbr+1 %ME input
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shock_number=M_.exo_nbr+1;
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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headers = vertcat(headers, 'ME');
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if options_.TeX
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headers_TeX = vertcat(M_.exo_names_tex, 'ME');
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headers_TeX = vertcat(' ', headers_TeX);
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end
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title_addon=' - WITH MEASUREMENT ERROR';
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else
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error('display_conditional_variance_decomposition:: This case should not happen. Please contact the developers')
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end
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if options_.order == 2
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skipline()
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title=['APPROXIMATED CONDITIONAL VARIANCE DECOMPOSITION (in percent)',title_addon];
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disp(title)
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else
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skipline()
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title=['CONDITIONAL VARIANCE DECOMPOSITION (in percent)',title_addon];
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disp(title)
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end
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headers = vertcat(' ', headers);
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lh = cellofchararraymaxlength(M_.endo_names(SubsetOfVariables))+2;
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if options_.TeX
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labels_TeX = M_.endo_names_tex(SubsetOfVariables);
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lh = cellofchararraymaxlength(labels_TeX)+2;
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end
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vardec_i = zeros(length(SubsetOfVariables), shock_number);
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for i=1:length(Steps)
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disp(['Period ' int2str(Steps(i)) ':'])
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for j=1:shock_number
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vardec_i(:,j) = 100*conditional_decomposition_array(:,i,j);
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end
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dyntable(options_, '', headers, M_.endo_names(SubsetOfVariables), vardec_i, lh, 8, 2);
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if options_.TeX
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dyn_latex_table(M_, options_, [title, '; Period ' int2str(Steps(i))], ['th_var_decomp_cond_h', int2str(Steps(i))], headers_TeX, labels_TeX, vardec_i, lh, 8, 2);
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end
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end |