Commit Graph

1782 Commits (4897ab7d6955dd209aa3f417374f7287fee9ae9b)

Author SHA1 Message Date
houtanb 0d31c7a893 preprocessor: substitute adl and diff before cloning original model 2017-06-23 14:51:14 +02:00
houtanb 69b22be5ac Merge branch 'master' into ecb-master 2017-06-23 14:31:39 +02:00
houtanb e6c5a8000b preprocessor: write original model in JSON output after computing pass 2017-06-23 14:20:48 +02:00
houtanb 95dda50de1 preprocessor: add tag information to cloned dynamic model 2017-06-23 14:19:57 +02:00
Houtan Bastani 462f0d85f4 Merge branch 'master' into ecb-master 2017-06-19 18:02:57 +02:00
Stéphane Adjemian (Charybdis) 7af01dd0a2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Houtan Bastani 7153f19aab preprocessor: remove comparison warnings from compilation of ModelTree.cc 2017-06-14 23:49:10 +02:00
Houtan Bastani 6255858d21 preprocessor: fix bug: check whether second string in pair is empty. closes #1469 2017-06-14 23:40:30 +02:00
Houtan Bastani f9e7594009 fix bug: remove debugging code left in 5fd75681151bf12b676ce2c241e84eb1b070b045 2017-06-14 20:51:37 +02:00
Houtan Bastani cb369b3b98 preprocessor: support adl and diff 2017-06-14 16:12:08 +02:00
Stéphane Adjemian (Charybdis) 51feda7d02 Fixed code indentation. 2017-06-14 07:01:31 +02:00
Stéphane Adjemian (Charybdis) 942d0ee322 Merge branch 'master' into ecb-master 2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis) a01b347564 Fixed indentation if c and c++ files. 2017-06-01 19:58:32 +02:00
Johannes Pfeifer 2670ca8db0 Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set 2017-05-23 13:20:47 +02:00
Stéphane Adjemian (Charybdis) 2be5a18c8a Merge branch 'prepare-4.5' 2017-05-19 16:33:12 +02:00
Houtan Bastani 6d57354731 preprocessor: add var_model info to restrictions class 2017-05-19 14:58:01 +02:00
Houtan Bastani 1d079d4edf preprocessor: var_estimation: remove unnecessary equation specifiers in syntax 2017-05-19 14:58:01 +02:00
Houtan Bastani 00e8930f1f preprocessor: fix spacing 2017-05-19 14:58:01 +02:00
Stéphane Adjemian (Charybdis) 67482f4b7b Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Houtan Bastani 5e1cc8d8e5 preprocessor: clean up initval output 2017-05-18 18:02:22 +02:00
Stéphane Adjemian (Charybdis) d2b7503e1c Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Stéphane Adjemian (Charybdis) 031a798a96 Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Houtan Bastani b48a5d58a3 Revert "preprocessor: add options to var_model"
This reverts commit cbb099f7d9789dc7616f770ed98412309ea6ec4d.
2017-05-16 11:21:50 +02:00
Houtan Bastani 805f57f119 preprocessor: more backend var_estimation changes 2017-05-16 10:12:24 +02:00
Houtan Bastani 279d7931df var_estimation: back end 2017-05-16 10:12:24 +02:00
Houtan Bastani d0131f3652 var_estimation: add datafile option 2017-05-16 10:12:24 +02:00
Houtan Bastani 644f1345ea preprocessor: add var_estimation statement 2017-05-10 17:23:40 +02:00
Houtan Bastani 1a1e2c1810 preprocessor: VAR restrictions 2017-05-10 16:25:01 +02:00
Houtan Bastani 33f659a866 preprocessor: clean up commit 63180c9e5922d3f198684647051231344486c55d 2017-05-04 16:54:47 +02:00
Houtan Bastani c0f818a9e6 preprocessor: aesthetic fix: make writing to .m file nicer 2017-05-04 16:50:19 +02:00
Houtan Bastani a2771a62ad var_model: allow non model-block variables in VAR 2017-05-04 16:15:33 +02:00
Stéphane Adjemian (Charybdis) d7336eb317 Merge branch 'master' into ecb-master
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Stéphane Adjemian d72cadeed7 Merge pull request #1441 from JohannesPfeifer/ksstat
Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer ec6756db0e Remove redundant ksstat option
Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis) bac51e0a0e Added option rescale_prediction_error_covariance. 2017-04-26 18:22:03 +02:00
Houtan Bastani a85cc7b451 preprocessor: change trend test to warning. #1389 2017-04-20 18:41:28 +02:00
Houtan Bastani 35adc47c14 Merge branch 'master' into ecb-master 2017-04-14 11:35:43 +02:00
Houtan Bastani 40c26edcfc preprocessor: add options to var_model 2017-04-14 11:21:47 +02:00
Johannes Pfeifer 8db0154570 Fix typo in error message 2017-04-06 08:41:12 +02:00
Houtan Bastani c74dac7e73 preprocessor: add warning for potential non-linearities in model declared linear. #1404 2017-04-05 11:07:34 +02:00
Houtan Bastani 5021601b5b preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477 2017-04-05 11:01:25 +02:00
Houtan Bastani 053407314d preprocessor: add option to write equation tags in latex output. closes #477 2017-04-04 16:08:30 +02:00
Houtan Bastani 7c09ae7f3d preprocessor: remove unused filed histval_present from mod_file_struct 2017-04-03 15:23:01 +02:00
Stéphane Adjemian (Charybdis) f9a803f4a9 Added option nonlinear_filter_initialization.
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).

If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.

A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Houtan Bastani 5be4206092 preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition 2017-03-31 14:38:44 +02:00
Houtan Bastani bc9a619d8a preprocessor: initial_condition_decomposition front end. closes #1425 2017-03-31 13:19:04 +02:00
Johannes Pfeifer ddcad84f13 Clarify error message if model-local variable was already used on RHS 2017-03-29 14:49:37 +02:00
Houtan Bastani 5fb2ba6f7c plot_shock_decomposition: remove argument to steadystate option 2017-03-28 12:15:00 +02:00
Houtan Bastani 59322da2a7 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Stéphane Adjemian (Charybdis) 490a3d66a6 Removed initialization for dates and dseries.
This is not required with the new oop interface.
2017-03-22 09:41:10 +01:00