81 lines
2.4 KiB
Matlab
81 lines
2.4 KiB
Matlab
function create_sur_report()
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%function create_sur_report()
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% Creates report for all SUR models estimated in oo_
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%
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% INPUTS
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% none
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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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% dynare must have been run with the option: json=compute
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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 oo_
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if ~isfield(oo_, 'sur')
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disp(['create_sur_report: to use this function you must '...
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'have already estimated a SUR model']);
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return
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end
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%% Begin Report
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rep = report();
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%% loop through SUR estimationsd
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fields = fieldnames(oo_.sur);
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for i = 1:length(fields)
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rep = rep.addPage(...
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'title', ['SUR model ' regexprep(fields{i}, '_', '\\_')], ...
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'titleFormat', '\large\bfseries');
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rep = rep.addSection('cols', 1);
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preamble = sprintf('No. Equations: %d\\newline Observations: %d\\newline', ...
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oo_.sur.(fields{i}).neqs, oo_.sur.(fields{i}).dof);
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rep = rep.addParagraph(...
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'indent', false, ...
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'text', preamble);
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rep = rep.addSection('cols', 1);
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column_names = {'', 'Estimates','t-statistic','Std. Error'};
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rep = rep.addTable(...
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'precision', 5, ...
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'column_names', column_names);
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rep = rep.addData('data', {...
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oo_.sur.(fields{i}).pname, ...
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oo_.sur.(fields{i}).beta ...
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oo_.sur.(fields{i}).tstat ...
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oo_.sur.(fields{i}).stderr});
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rep = rep.addSection('cols', 1);
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afterward = [sprintf('$R^2$: %f\\newline ', oo_.sur.(fields{i}).R2), ...
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sprintf('$R^2$ Adjusted: %f\\newline ', oo_.sur.(fields{i}).adjR2), ...
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sprintf('$s^2$: %f\\newline ', oo_.sur.(fields{i}).s2), ...
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sprintf('Durbin-Watson: %f\\newline ', oo_.sur.(fields{i}).dw)];
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rep = rep.addParagraph(...
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'indent', false, ...
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'text', afterward);
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end
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%% Write & Compile Report
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rep.write();
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rep.compile();
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end
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