186 lines
6.8 KiB
Matlab
186 lines
6.8 KiB
Matlab
function forecast_graphs(var_list,M_, oo_,options_)
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% function forecast_graphs(var_list,M_, oo_,options_)
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% Plots the classical forecasts created by dyn_forecast.m
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%
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% Inputs:
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% o var_list character array with variable names
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% o M_ model structure
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% o oo_ outputs structure
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% o options_ options structure
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% Copyright (C) 2008-2018 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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nc = 4;
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nr = 3;
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endo_names = M_.endo_names;
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fname = M_.fname;
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dname = M_.dname;
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yf = oo_.forecast.Mean;
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hpdinf = oo_.forecast.HPDinf;
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hpdsup = oo_.forecast.HPDsup;
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if isempty(var_list)
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var_list = endo_names(1:M_.orig_endo_nbr);
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end
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i_var = [];
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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 an endogenous variable'])
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end
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i_var = [i_var; tmp];
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end
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nvar = length(i_var);
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% create subdirectory <dname>/graphs if id doesn't exist
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if ~exist(dname, 'dir')
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mkdir('.',dname);
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end
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if ~exist([dname '/graphs'],'dir')
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mkdir(dname,'graphs');
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end
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if options_.TeX && any(strcmp('eps', cellstr(options_.graph_format)))
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fidTeX = write_LaTeX_header([M_.dname '/graphs/', fname, '_forcst.tex']);
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end
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m = 1;
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n_fig = 1;
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hh = dyn_figure(options_.nodisplay, 'Name', 'Forecasts (I)');
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for j= 1:nvar
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if m > nc*nr
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dyn_saveas(hh,[ dname '/graphs/forcst' int2str(n_fig)], options_.nodisplay, options_.graph_format);
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if options_.TeX && any(strcmp('eps', cellstr(options_.graph_format)))
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/forcst%d}\n',dname,n_fig);
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fprintf(fidTeX,'\\label{Fig:forcst:%d}\n',n_fig);
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fprintf(fidTeX,'\\caption{Mean forecasts and %2.0f\\%% confidence intervals}\n',options_.forecasts.conf_sig*100);
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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n_fig =n_fig+1;
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eval(['hh=dyn_figure(options_.nodisplay,''Name'',''Forecasts (' int2str(n_fig) ')'');']);
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m = 1;
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end
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subplot(nr, nc, m);
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vn = endo_names{i_var(j)};
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obs = 0;
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plot([NaN(obs,1); yf.(vn)],'b-');
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hold on
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plot([NaN(obs,1); hpdinf.(vn)],'b-');
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hold on
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plot([NaN(obs,1); hpdsup.(vn)],'b-');
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title(vn,'Interpreter','none');
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xlim([1 obs+length(hpdsup.(vn))])
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hold off
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m = m + 1;
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end
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if m > 1
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dyn_saveas(hh,[dname '/graphs/forcst' int2str(n_fig)],options_.nodisplay,options_.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/forcst%d}\n',dname,n_fig);
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fprintf(fidTeX,'\\label{Fig:forcst:%d}\n',n_fig);
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fprintf(fidTeX,'\\caption{Mean forecasts and %2.0f\\%% confidence intervals}\n',options_.forecasts.conf_sig*100);
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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end
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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write_LaTeX_footer(fidTeX);
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end
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if isfield(oo_.forecast,'HPDinf_ME')
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var_names=fieldnames(oo_.forecast.HPDinf_ME);
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fidTeX=write_LaTeX_header([M_.dname '/graphs/',fname,'_forcst_ME.tex']);
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end
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m = 1;
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n_fig = 1;
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hh=dyn_figure(options_.nodisplay,'Name','Forecasts including ME (I)');
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for j= 1:length(var_names)
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if m > nc*nr
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dyn_saveas(hh,[ dname '/graphs/forcst_ME' int2str(n_fig)],options_.nodisplay,options_.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s/graphs/forcst_ME%d}\n',options_.figures.textwidth*min((m-1)/nc,1),dname,n_fig);
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fprintf(fidTeX,'\\label{Fig:forcst_ME:%d}\n',n_fig);
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fprintf(fidTeX,'\\caption{Mean forecasts and %2.0f\\%% confidence intervals accounting for measurement error}\n',options_.forecasts.conf_sig*100);
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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n_fig =n_fig+1;
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eval(['hh=dyn_figure(options_.nodisplay,''Name'',''Forecasts (' int2str(n_fig) ')'');']);
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m = 1;
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end
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subplot(nr,nc,m);
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vn = var_names{j};
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obs = 0;
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plot([NaN(obs,1); yf.(vn)],'b-');
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hold on
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plot([NaN(obs,1); oo_.forecast.HPDinf_ME.(vn)],'b-');
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hold on
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plot([NaN(obs,1); oo_.forecast.HPDsup_ME.(vn)],'b-');
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title(vn,'Interpreter','none');
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xlim([1 obs+length(oo_.forecast.HPDsup_ME.(vn))])
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hold off
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m = m + 1;
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end
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if m > 1
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dyn_saveas(hh,[dname '/graphs/forcst_ME' int2str(n_fig)],options_.nodisplay,options_.graph_format);
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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fprintf(fidTeX,'\\begin{figure}[H]\n');
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fprintf(fidTeX,'\\centering \n');
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fprintf(fidTeX,'\\includegraphics[width=%2.2f\\textwidth]{%s/graphs/forcst_ME%d}\n',options_.figures.textwidth*min((m-1)/nc,1),dname,n_fig);
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fprintf(fidTeX,'\\label{Fig:forcst_ME:%d}\n',n_fig);
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fprintf(fidTeX,'\\caption{Mean forecasts and %2.0f\\%% confidence intervals accounting for measurement error}\n',options_.forecasts.conf_sig*100);
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fprintf(fidTeX,'\\end{figure}\n');
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fprintf(fidTeX,' \n');
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end
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end
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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write_LaTeX_footer(fidTeX);
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end
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end
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function fidTeX=write_LaTeX_header(fname)
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%% write LaTeX-Header
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fidTeX = fopen(fname,'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by Dynare''s forecast_graphs.m.\n');
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fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
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fprintf(fidTeX,' \n');
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function write_LaTeX_footer(fidTeX)
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%% write LaTeX-Footer
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fprintf(fidTeX,' \n');
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fprintf(fidTeX,'%% End of TeX file.\n');
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fclose(fidTeX);
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