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Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set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
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer
ec6756db0e
Remove redundant ksstat option
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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
Stéphane Adjemian (Charybdis)
aead792195
Cosmetic change.
2017-04-03 18:06:15 +02:00
Houtan Bastani
4e357fe495
preprocessor: update error messages with references to ‘nostrict’ option
2017-04-03 17:19:28 +02:00
Houtan Bastani
8754e5df26
preprocessor: instead of declaring unknown symbols as exogenous in the histval and shocks blocks, ignore the declaration (as done in initval and endval).
2017-04-03 17:18:46 +02:00
Houtan Bastani
710819348b
preprocessor: declare variables as exogenous in shocks and histval when the nostrict option is passed
2017-04-03 16:44:31 +02:00
Houtan Bastani
5e59e9f56f
preprocessor: remove warning
2017-04-03 16:28:28 +02:00
Houtan Bastani
58a21322e2
preprocessor: allow variables to pass undeclared as exogenous variables when nostrict flag is passed
2017-04-03 15:46:04 +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.
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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
Houtan Bastani
74d377ab35
preprocessor: fix typo
2017-03-30 17:29:09 +02:00
Houtan Bastani
fabbc9e9f4
preprocessor: allow declaration of model variables in the model block
2017-03-30 15:23:53 +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