From 64e04ac9858d7f769b874f1f97ebd78a87d20bbe Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Hermes=29?= Date: Mon, 14 Mar 2016 20:11:33 +0100 Subject: [PATCH] Allow (S)EP with arbitrary sequence of innovations. The third input argument of extended_path Matlab/Octave's routine is the sequence of shocks (T*n array, where n is the number of exogenous variables and T is the size of the sample). If the third argument is empty, the (stochastic) extended path is run with gaussian innovations (this corresponds to the previous behaviour). TODO: - Fix the compatibility with ep.replic_nbr - Check the 'calibrated' mode. --- ComputingTasks.cc | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/ComputingTasks.cc b/ComputingTasks.cc index 24c3f12d..6618dce0 100644 --- a/ComputingTasks.cc +++ b/ComputingTasks.cc @@ -3200,7 +3200,7 @@ ExtendedPathStatement::writeOutput(ostream &output, const string &basename, bool output << "options_." << it->first << " = " << it->second << ";" << endl; output << "extended_path([], " << options_list.num_options.find("periods")->second - << ", options_, M_, oo_);" << endl; + << ", [], options_, M_, oo_);" << endl; } ModelDiagnosticsStatement::ModelDiagnosticsStatement()