69 lines
3.0 KiB
Matlab
69 lines
3.0 KiB
Matlab
function perfect_foresight_with_expectation_errors_setup
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% Copyright © 2021-2022 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_ oo_ options_ ys0_
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if ~isempty(ys0_)
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error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with endval')
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end
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if ~isempty(M_.endo_histval)
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error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with histval')
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end
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if ~isempty(oo_.initval_series)
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error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with histval_file/initval_file')
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end
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periods = options_.periods;
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%% Read CSV file
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if ~exist(options_.datafile, 'file')
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error(['perfect_foresight_with_expectation_errors_setup: cannot find ' options_.datafile ])
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end
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%% We can’t use readcell (only in MATLAB ≥ R2019a), so instead rely on csvread and manual hacks
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% Read numeric data, skipping first row and first column
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raw_csv = csvread(options_.datafile, 1, 1);
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if size(raw_csv, 1)-2 ~= periods
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error(['perfect_foresight_with_expectation_errors_setup: the number of rows in ' options_.datafile ' does not match the periods setting'])
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end
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% Read first line (exogenous variable names)
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fid = fopen(options_.datafile);
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csv_first_line = fgetl(fid);
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fclose(fid);
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exo_header_names = strsplit(csv_first_line, ',');
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exo_header_names = exo_header_names(2:end); % Remove first column
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if numel(exo_header_names) ~= size(raw_csv, 2)
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error(['perfect_foresight_with_expectation_errors_setup: first line malformed in ' options_.datafile])
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end
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%% Create and fill structures containing information sets
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oo_.pfwee.terminal_info = NaN(M_.exo_nbr, periods); % 2nd dimension is informational time
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oo_.pfwee.shocks_info = NaN(M_.exo_nbr, periods, periods); % 2nd dimension is real time, 3rd dimension is informational time
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for i = 1:size(raw_csv, 2)
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exo_id = strmatch(exo_header_names{i}, M_.exo_names, 'exact');
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period_id = raw_csv(1, i);
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% Ignore irrelevant periods when copying shocks information
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oo_.pfwee.shocks_info(exo_id, period_id:end, period_id) = raw_csv(1+period_id:end-1, i);
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oo_.pfwee.terminal_info(exo_id, period_id) = raw_csv(end, i);
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end
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% Build initial paths for endos and exos (only initial conditions are set, the rest is NaN)
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oo_.endo_simul = [repmat(oo_.steady_state, 1, M_.maximum_lag) NaN(M_.endo_nbr, periods+M_.maximum_lead)];
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oo_.exo_simul = [repmat(oo_.exo_steady_state',M_.maximum_lag,1); NaN(periods+M_.maximum_lead,M_.exo_nbr)];
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