48 lines
1.5 KiB
Matlab
48 lines
1.5 KiB
Matlab
function [vdec, cc, ac] = mc_moments(mm, ss, dr)
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% Copyright (C) 2012-2018 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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global options_ M_ estim_params_ oo_
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[nr1, nc1, nsam] = size(mm);
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nobs=length(options_.varobs);
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disp('Computing theoretical moments ...')
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h = dyn_waitbar(0,'Theoretical moments ...');
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vdec = zeros(nobs,M_.exo_nbr,nsam);
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cc = zeros(nobs,nobs,nsam);
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ac = zeros(nobs,nobs*options_.ar,nsam);
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for j=1:nsam
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oo_.dr.ghx = mm(:, [1:(nc1-M_.exo_nbr)],j);
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oo_.dr.ghu = mm(:, [(nc1-M_.exo_nbr+1):end], j);
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if ~isempty(ss)
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set_shocks_param(ss(j,:));
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end
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[vdec(:,:,j), corr, autocorr, z, zz] = th_moments(oo_.dr,options_.varobs);
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cc(:,:,j)=triu(corr);
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dum=[];
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for i=1:options_.ar
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dum=[dum, autocorr{i}];
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end
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ac(:,:,j)=dum;
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dyn_waitbar(j/nsam,h)
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end
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dyn_waitbar_close(h)
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skipline()
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disp('... done !')
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