stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

fix AR and EC matrices for double diff

issue#70
Houtan Bastani 2018-09-11 15:29:51 +02:00
parent f71c861d5e
commit 8acee8fd54
2 changed files with 30 additions and 21 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

48
src/ExprNode.cc
View File

@ -5464,6 +5464,11 @@ BinaryOpNode::fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
if (endogs.size() != 1)
return;
arg1->collectDynamicVariables(SymbolType::endogenous, tmp);
arg1->collectDynamicVariables(SymbolType::exogenous, tmp);
if (tmp.size() != 0)
return;
int lhs_symb_id = endogs.begin()->first;
int lag = endogs.begin()->second;
if (datatree.symbol_table.isAuxiliaryVariable(lhs_symb_id))
@ -5471,14 +5476,10 @@ BinaryOpNode::fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
int orig_lhs_symb_id = datatree.symbol_table.getOrigSymbIdForDiffAuxVar(lhs_symb_id);
if (find(lhs.begin(), lhs.end(), orig_lhs_symb_id) == lhs.end())
return;
lag = -(datatree.symbol_table.getOrigLeadLagForDiffAuxVar(lhs_symb_id) - 1);
lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(lhs_symb_id);
lhs_symb_id = orig_lhs_symb_id;
}
arg1->collectDynamicVariables(SymbolType::endogenous, tmp);
arg1->collectDynamicVariables(SymbolType::exogenous, tmp);
if (tmp.size() != 0)
return;
if (AR.find(make_tuple(eqn, -lag, lhs_symb_id)) != AR.end())
{
@ -5525,20 +5526,29 @@ BinaryOpNode::fillErrorCorrectionRowHelper(expr_t arg1, expr_t arg2,
int lhs_symb_id = -1;
int max_lag = 0;
for (const auto & it : endogs)
if (find(lhs.begin(), lhs.end(), it.first) != lhs.end())
if (encountered_trend_var)
{
cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
<< "two trend variables encountered in EC term" << endl;
exit(EXIT_FAILURE);
}
else
{
lhs_symb_id = it.first;
if (it.second < max_lag)
max_lag = it.second;
encountered_trend_var = true;
}
{
bool isauxvar = datatree.symbol_table.isAuxiliaryVariable(it.first);
int tmp_symb_id = isauxvar ?
datatree.symbol_table.getOrigSymbIdForDiffAuxVar(it.first) : it.first;
if (find(lhs.begin(), lhs.end(), tmp_symb_id) != lhs.end())
if (encountered_trend_var)
{
cerr << "BinaryOpNode::fillErrorCorrectionRowHelper: Error filling EC matrix: "
<< "two trend variables encountered in EC term" << endl;
exit(EXIT_FAILURE);
}
else
{
encountered_trend_var = true;
lhs_symb_id = tmp_symb_id;
int tmp_lag = it.second;
if (isauxvar)
tmp_lag = -1 * datatree.symbol_table.getOrigLeadLagForDiffAuxVar(it.first);
if (tmp_lag < max_lag)
max_lag = tmp_lag;
}
}
if (!encountered_trend_var)
return;

3
src/SymbolTable.cc
View File

@ -879,8 +879,7 @@ SymbolTable::getOrigLeadLagForDiffAuxVar(int diff_aux_var_symb_id) const noexcep
{
int lag = 0;
for (const auto & aux_var : aux_vars)
if ((aux_var.get_type() == AuxVarType::diff
|| aux_var.get_type() == AuxVarType::diffLag)
if (aux_var.get_type() == AuxVarType::diffLag
&& aux_var.get_symb_id() == diff_aux_var_symb_id)
lag += 1 + getOrigLeadLagForDiffAuxVar(aux_var.get_orig_symb_id());
return lag;