140 lines
4.3 KiB
Matlab
140 lines
4.3 KiB
Matlab
function plot_ms_irf(M_, options_, irf, figure_name, varlist)
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% function plot_ms_irf(M_, options_, irf, figure_name, varlist)
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% plots the impulse responses from the output from a ms-sbvar
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%
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% INPUTS
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% M_: (struct) model structure
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% options_: (struct) options
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% irf: (matrix) in the form (percentile x horizon x (nvar x nvar)), if banded otherwise
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% ( horizon x (nvar x nvar) )
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% figure_name: (string) title
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2011-2018 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 nargin < 4
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figure_name = '';
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end
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nvars = M_.endo_nbr;
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endo_names = M_.endo_names;
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if isempty(varlist)
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var_list = endo_names(1:M_.orig_endo_nbr);
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end
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names = {};
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tex_names = {};
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m = 1;
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for i = 1:length(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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tex_name = M_.endo_names_tex{tmp};
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if ~isempty(tex_name)
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names{m} = var_list{i};
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tex_names{m} = tex_name;
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m = m + 1;
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end
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end
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for i=1:M_.exo_nbr
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tex_name = M_.exo_names_tex{i};
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if ~isempty(tex_name)
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names{m} = M_.exo_names{i};
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tex_names{m} = tex_name;
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m = m + 1;
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end
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end
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dims = size(irf);
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if (length(dims) == 2)
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% Point IRF (horizon x (nvarsxnvars) )
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horizon = dims(1);
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num_percentiles = 1;
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elseif (length(dims) == 3)
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% Banded IRF
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horizon = dims(2);
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num_percentiles = dims(1);
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else
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error('The impulse response matrix passed to be plotted does not appear to be the correct size');
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end
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if length(endo_names) ~= nvars
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error('The names passed are not the same length as the number of variables');
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end
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if num_percentiles == 1
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% loop through the shocks
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for s=1:nvars
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shock = zeros(horizon,nvars);
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for i=1:nvars
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shock(:,i) = irf(:,((i-1) + ((s-1)*nvars)+1));
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end
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plot_point_irf_for_shock(shock, nvars,endo_names, endo_names{s}, ...
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figure_name, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
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end
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else
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for s=1:nvars
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shock = zeros(horizon,nvars,num_percentiles);
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for n=1:num_percentiles
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for i=1:nvars
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shock(:,i,n) = irf(n,:,((i-1) + ((s-1)*nvars)+1));
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end
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end
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plot_banded_irf_for_shock(shock, nvars,endo_names, endo_names{s}, ...
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figure_name, [options_.ms.output_file_tag filesep 'Output' filesep 'IRF'], options_, names, tex_names);
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end
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end
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end
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function [fig] = plot_point_irf_for_shock(irf,nvars,endo_names,shock_name,figure_name,dirname,options_,names,tex_names)
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fig = figure('Name',figure_name);
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for k=1:nvars
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subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
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plot(irf(:,k))
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disp([endo_names{k} ' shock from ' shock_name]);
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title([endo_names{k} ' shock from ' shock_name]);
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end
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dyn_save_graph(dirname,[figure_name ' ' shock_name],options_.graph_save_formats, ...
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options_.TeX,names,tex_names,[figure_name ' ' shock_name]);
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end
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function [fig] = plot_banded_irf_for_shock(irf,nvars, endo_names, shock_name,figure_name,dirname,options_,names,tex_names)
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fig = figure('Name',figure_name);
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npercentiles = size(irf,3);
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for k=1:nvars
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subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
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for nn=1:npercentiles
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plot(irf(:,k,nn))
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hold on
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end
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hold off
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disp([endo_names{k} ' shock from ' shock_name]);
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title([endo_names{k} ' shock from ' shock_name]);
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end
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dyn_save_graph(dirname,[figure_name ' ' shock_name],options_.graph_save_formats, ...
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options_.TeX,names,tex_names,[figure_name ' ' shock_name]);
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end
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